As projo stated, your new registrar should be able to initiate the transfer for you. All you need to do, is find your new host and/or registrar. When you order your transfer from them, they can simply email the current registrar requesting the transfer. You will then receive an email at your admin contact address, verifying that you wish to transfer the domain. Each registrar has a slightly different process, but all you need to do is follow their instructions, and the transfer will happen.
Good luck!
-Dan