WordPress.com to WordPress.org

I have a question regarding switching from wordpress.com to wordpress.org.

I have a wordpress.com account and I bought the domain name(.com). I now want to use that same domain name on my wordpress.org account. Is there a way to transfer that over to wordpress.org? The reason I am switching is because I would like more opportunities to customize my page.

Any step by step instructions would be helpful as I am clueless about this!