Here are instructions for how to export your existing WordPress.com content. (make sure to export ALL of your content including images, etc) - http://en.support.wordpress.com/export/
This process will create a file that you save to your computer.
Once you have that file, go to your blog dashboard and click on Tools->Import and select WordPress.
Upload the file that you saved from WordPress.com and follow the instructions provided by the import tool.
Let us know if you need any help!