As KenEasy suggests, you need to leave the Lager in primary fermentation for at least 1 week before you rack and consider cold conditioning (Lagering). When you ferment at low temps, the primary fermentation takes longer than normal to complete and you simply should not rush a lager.
Did you take any SG readings? If not, when you notice no action in the airlock for at least 48 hours, then you will generally be right to rack it and leave in secondary for another couple of weeks, but don't do this before the wort has had at least 7 days in primary at such low temps.
You also might want to consider dry hopping the lager when you rack it into secondary...
Ok my last lager done like this took about 4 weeks to finish primary fermenting! Would it be alright to leave it to continue cold conditioning for another couple of weeks? What is a good temperature to do it at?
I agree with Jazman - at least 2 weeks in the fridge at 4C would be fine - 4 weeks if you want to - then bulk prime and bottle. I will be cold conditioning my Bavarian Lager tomorrow for about 3 weeks before bulk priming & bottling.
As GMK has suggested in an earlier post, bottling cold means a clearer brew, but it will take longer to bottle condition so leave them alone, if you can, for at least 3 weeks after you bottle before you start to hook in!