Problems going from WordPress.com to www.ads-software.com

I have been using wordpress.com for blogging for years at blackbirdideas.com. Today I decided to upgrade to www.ads-software.com and make it a little more professional and maybe make some money. I bought a hosting through bluehost and thought I followed all the proper steps, but when I try to go to my admin page it takes me back to my old admin dashboard at blackbirdideas.wordpress.com/wp-admin. Shouldnt it take me to a new page at blackbirdideas.com/wp-admin?

That new dashboard would be what I would write blogs through, correct?

Any tips would be greatly appreciated!

(I have owned my domain name for a while and I think that it is through go daddy. Is that part of the problem?)