Which is precisely why you create a dummy corp that members can switch to when they need to travel. Call it AHRD (Aces High Research & Development) and simply research stuff with that corp. When someone needs to run outside the system into a high security zone, they simply swap over to AHRD Inc. Because AHRD Inc has never been in a war, engagement, or even a skirmish you'll be able to pass without getting shot at.
Security ratings are set on a player level, not a corp level. If you switch corps you *keep* your security rating. If your rating is below a certain level, sentry guns and cops *will* engage you in 0,5 space and above.
Also, you can't just switch corps on an ad-hoc basis. I am pretty sure there is a 24 hour built-in delay, although I've never tried since I've been in the same corp since my 1st week in game.
The only ways to be able to shoot people in empire space with no comeback from the authorities is either:
1) In self defence i.e. the other guy fires 1st. If this happens in 0,5 and above the issue is moot, since the police or sentries will kick his arse before you can. In 0,4 - 0,1, if you fire first at someone at a star gate or space station, again the sentry guns will waste you, assuming you're not using a very exotic setup that allows you to shoot from outside sentry gun range (unlikely). In an asteroid field, planet or other orbital location in 0,4 - 0,1, you can fire 1st but you will take a personal security rating hit.
2) As part of an officially declared war. After declaring war, you have a 24 hour period before you can engage. Once the war is active, you can engage members of the enemy corp *anywhere*. This includes pod killing

The only downside is that the opposing corp can do the same to you, so you lose the security that empire space normally offers you.
Also, a lot of people view switching corps to avoid retribution as slightly dweebish behaviour. Until the 24 hour delay was introduced, switching corps to avoid a war enemy was classed as an exploit and was subject to censure from the GMs. Not so any more, but be prepared to get some stick from other players if its something you make a habit of.
Of course, once you're confident enough to move to 0,0, all of this is moot, since the only law out there is the law of the jungle.
