1. You must unlock your domain (If its locked from transfer)
2. You must copy the EPP Code from your current registrar.
3. Apply for the transfer in any other registrar (of your choice), buy the domain, complete the regular process and enter the EPP code when asked.
4. You'll get an e-mail from ICANN to verify the transfer, you must click on that particular link and approve the transfer.
5. Your domain will be transferred in a matter of 4 to 5 days maximum.