You need to go to the new provider you have choosed and request a "domain transfer". They will ask you a auth code given by your current provider, and maybe send some confirmation emails, and you'll be done.

But take care about rules, usually you cannot start a transfer if :
- the last transfer (or domain creation date) is not at least 60 days old
- the domain is protected against transfer (you can ask your current provider to allow or block transfer)
- the domain will expire in less than 5 days, or is already expired
- and some other that will depend on the domain extension (.com, .net, etc.) and the domain provider itself

nz