Transferring your domain depends heavily on the domain type. If you are in possession of a specialty TLD it is best to ask the service provider how you can transfer the domain. However, for most domains, the transfer is very straightforward:
.fi domains can be successfully transferred using the holder transfer key. This key is used to replace the domain broker. There is a different transfer key for switching the domain owner which the domain broker can generate. The transfer key is always delivered to the domain owner.
For general domains such as .com, .net, .info, or .org a transfer key (EPP-key, authorization key) is used. The transfer generally takes 5-7 business days and the domains must be valid throughout the transfer. The Si-release key also transfers most all other domain names.