If you mean to change your hosting company where the site is currently hosted? then in this case, go to your domain management site, this is where your domain is registered ( domain registrar) and update the Nameservers settings of your domain to the new hosting company nameservers, once you do that , it will take 24-72 hours for your domain nameservers update and once that is done, your site will be served from your new web hosting company,

If you mean you want change the registrar with whom your domain is registered then here are some notes on it

Although each registrar handles the process slightly differently, the concept is the same - you just ask them to do it. Some registrars require you to fax or mail in a form you download from their site. Others use a simple web-based form. Either way, the process requires no technical knowledge and takes only a few minutes as the new registrar handles all the details of the transfer.

The process will typically take 7-10 days, because of the number of parties involved. Once your new registrar has submitted the transfer request, the old registrar must either accept or reject the transfer within 5 days. If the old registrar does not respond at all within the five-day period, the transfer is considered to have been approved and the domain name is transferred to the new registrar.

The old registrar can, however, deny the transfer. The most common reson, is the domain name owner has waited until the end of the registration period and the renewal fee is past due. If this happens to you, you’ll probably have to pay a renewal fee to the old registrar before transferring your domain.
Source(s):
http://searchenginez.com/transferdomain.html


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