The Danish international understood he would be able to move on a free transfer and has expressed dismay at the Ibrox club's decision. But Murray revealed yesterday that talks have already started with the Stamford Bridge club to resolve the dispute.
Laudrup is known to be keen for matters to be agreed between the two clubs before the World Cup in France next month, and Murray is aware of the player's frustration. He said: "Chelsea are talking to us about compensation and that's encouraging. Brian must respect Rangers' right to look after our interests. We will continue our discussions with Chelsea over a fee because I believe we have a strong legal case for going down that road."
Murray is keen to stress the club's compensation bid is in no way a sign that his own working relationship with the Dane has broken down. "I know he is unhappy and has already gone public to get a few points off his chest and that's fair enough, but as chairman I have a responsibility to act in and protect Rangers' best interests," he said.
However, Murray did concede he feels Laudrup went back on an earlier verbal promise that he would refrain from joining another British club. "When Brian renewed his contract for a further 12 months at the start of the season I told him I had no problem with him going to the Continent or America," he said. "What I didn't want was him to go the Premiership because of the fans' reaction - but he changed his mind."
Kakhaber Tskhadadze is joining the Manchester City clearance sale with a move to the Israeli club, Maccabi Tel Aviv.
Tskhadadze will follow his friend and fellow countryman, Georgi Kinkladze, out of Maine Road as the City manager, Joe Royle, prunes his squad. The Georgian international captain could leave for as little pounds 50,000.
The Southampton captain, Jason Dodd, is in hospital for a double hernia operation.
Dodd, 27, who signed a new three-year contract at The Dell earlier this year, struggled towards the end of last season. Dave Jones, the Saints' manager, said: "It's an injury that needs to be sorted out but hopefully having the operation now will mean he is fit for next season."