What your Sgt told you would have made sense up until this month. With the massive cutbacks being considered in the Class B budget (see today's "An Army Tale of Woe" linked below), and the planned drawdown from Afghanistan, there will be far fewer opportunities for reservists to gain operational tours and/or full-time employment. Therefore you are better off getting your component transfer done as soon as possible if full-time employment is your goal.
A couple of tips: (when your home unit starts parading again) keep parading, attend all your courses, maintain a positive attitude. A component transfer can take a long time and in the meantime your unit will be asked to write up an assessment on you. A strong recommendation letter does go a long way in improving your merit listing. The inverse is that a bad or weak letter will definitely hurt your chances of going reg force ie if you can't even be a good part-time soldier than why should they expect you to be a good full-time one?
To start your CT, go back to the recruiting centre or website and check out which trades you want. You get three choices. Once that is done see your chain-of-command at home unit and tell them you want to go to the reg force. From there you will get more directions.
Good luck.
http://communities.canada.com/ottawacitizen/blogs/defencewatch/archive/2009/12/16/lt-gen-andrew-leslie-s-money-tale-of-woe.aspx