Every domain registrar has a place that allows you to transfer your domain. So you first go to the new registrar and pay whatever the transfer fee is and they will pretty much do most of the work if I remember correctly.
I believe you get an email from your old registrar to confirm the transfer request (to make sure it's not someone else trying to steal your domain) and then you just wait a few days for the transfer to happen.
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Domain name transfer
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