Domain name unwanted redirect

I registered my domain name with WordPress.com then discovered that was not what I was looking and that www.ads-software.com was what I needed. I signed up with a host and downloaded www.ads-software.com and when I go to my domain name with WP.admin to edit my site it automatically gets redirected to WordPress.com dashboard. How do I stop this so that I can use www.ads-software.com?????