How do I migrate my wordpress.com to self-hosted

[ Moderator note: title adjusted, please refrain from using help, urgent, emergency, asap, etc. in topic titles. ]

I am needing lots of help… I don’t understand how to convert my wordpress.com to .org… I have downloaded like they said the www.ads-software.com version and then I did the install with the blue host and do not know what to do now.. I can’t get the www.ads-software.com site like i have the wordpress.com site. help me with this please…