Go to the website of the registrar that you want to transfer the domain name to. Somewhere on the site you will be able to initiate a transfer of the domain name in question.
Also, be sure that you have access to the administrative e-mail address that is in the WHOIS, there will be confirmation e-mails that are sent out regarding the transfer.
Once you accept and confirm the transfer, your domain should be in the control of the winning registrar within 5 days.
Hope this helps!