Change wordress.com to-.org

Hello!

I just found out that I started my website in http://www.wordpress.com but I would like to merge it to http://www.wordpress.org since it’s seems to have more options and much more videos on youtube on how to use this.

I was wondering if there is a way to change this and how.
Bescause now my wordpress is white with alot fewer options and tabs than the youtube videos im looking at. And my left sidebar is white, and in all the videos it’s black.

Please someone help me with this!

Much thanks,
Hugo