If you don't already know who your domain is with, it's quick and easy to find out:
Step 1
Go to http://whois.domaintools.com/ (opens in a new window)
Step 2
Enter your domain name in the search box and click Search
Step 3
On the results page, you're looking for the 'Registrar', example highlighted in red below:
Once you have the name of your domain registrar, you can login to their interface and start the transfer process.
Please see the following link for guides on how to transfer in domains from various registrars:
Transfer Guides from other Registrars