There is just one thing you need to know : you can take it with you, but you can’t redirect it.
it means that if you’ve established yourself well in the search engines using your wordpress.com domain name, you have a mountain to climb when you’re starting on your own domain with your own installation of WordPress.

The best thing to do before embarking on this journey is to assess what the best course of action would be for your particular case. If you’ve been blogging at wordpress.com for a while and have a long standing readership and search engine rank, it may be wise to mothball it and put up a notice explicitly stating that you’ve moved to a new location with a link to your new blog. Then set up your new blog and start fresh.

If, however, you haven’t truly dug your heels in at WP.com, have used your own domain name, or just really want to start over with all your posts on your own self hosted version of WordPress, readership and search engines be damned, then follow along. It’s really quite simple.
Install WordPress

In order for this to work, you must make sure you have your own domain name registered, a hosting account set up, and WordPress installed. Once those elements have been met, then you can start the moving process.

Export Your WordPress.com Posts

WordPress decided to create its own XML file format which makes it much easier to transfer data between WordPress installations, whether it’s WordPress.com, WordPress MU, or just plain WordPress.

Log into your WordPress.com account and navigate to Manage -> Export. (PS: If you currently manage more than one blog under an account, you’ll need to select the blog you wish to move from the drop down option next to the title and then go to the Export screen.)



If you’re part of a collaborative blog, then you can select your name from the author drop down box before clicking on the Download Export File button which will only export your posts with their associated comments. Otherwise, leave the default All Authors to export all the content.

You should be prompted to save a .xml file; make sure to put it somewhere safe and don’t lose track of it because you’ll need it in the next step.

Import Your WordPress.com Posts Into WordPress

Log into your new installation of WordPress and navigate to Manage -> Import. On the import screen, you’ll see a list of import options; only concern yourself with the one that says WordPress.



From the WordPress import screen, browse to find the .xml file you just downloaded from WordPress.com and then click on the Import File and Upload button.

you’d be finished, but there is one thing you need to be aware of: You can only upload a file of about 2MB (may vary depending on your host). If you have a large amount of content on your WordPress.com blog, you may need to export posts by author and do multiple runs of the WordPress import, or find a way to manually break up the WXR file without corrupting it.

That's all