You can't easily change the domain name in WordPress because the CMS heavily integrates the domain name into its functionality. It's possible, but the requirements are different for every install, since each WordPress install has a unique custom theme and uses different plugins. So this is something I can explain in a 2slick.com article.

I would recommend backing up your WordPress and making a copy on a new hosting account under the new domain. One you have all the tweeks taken care up and the site is up, delete the old WordPress installation.

If you have a very minimal WordPress install you may be able to get away with using this tutorial: http://wordpress.org/support/topic/how-to-change-wordpress-domain-name-using-phpmyadmin

If your WordPress is on a Godaddy account you can try this tutorial.