Is being unemployed a hinderance?

Ok, I don't usually read the Huffington Post, not that there's anything wrong with it, but I found this article in a search. Apparently, some employers refuse to hire unemployed people. They always say it's easier to find a job while you have a job, and this just kind of proves it. I wonder if not having a job looks poorly on me. I mean, I have to say I moved on for better opportunities and to relocate, which sounds irresponsible of me, but I can't say I was laid off. I mean, they'll check, and it's part of my contract with my old job that I have to say I left, not that they let me go.

My mind just went blank. I think I'm going to cry.