[video=youtube;Wx65Qk6vJ-M]http://www.youtube.com/watch?feature=player_detailpage&v=Wx65Qk6vJ-M[/video]
A dev in the community has created a tool called "NachoRoot" that allows you to gain root access to a Transformer Prime, even if it has the latest firmware. The procedure is rather involved, but adventurous types can follow the video instructions above. It's important to note that you will need to have ADB setup on your Transformer Prime before you can get this to work. Below is a download link for what you will need after that. Also, you can hit up the source link below for more detailed instructions if the video doesn't cover it for you.
Download Links:
NachoRoot
SuperUser
Source: TransformerForums via AndroidPolice