In order to do anything with your domain, you need to be a registered user for it. for every domain, there 4 types of registered user:
- Registrant/Owner
- Administrative Contact
- Billing Contact
- and Technical Contact
If you do a whois look-up of your domain name you can see if you are one of those registered users.
If you are, you should be able to contact the Registrar of record (i.e. GoDaddy, Network Solutions, GKG, etc.) and gain an account control login if you do not already have a login for them.
Once you have an account, you can change the Name Servers thereby pointing your site to a different server than it is currently, or initiate a transfer to a new registrar (which costs money - typically the price of a 1 year registration)