Thank you both!
esmi: my domain name points to my blog in WP.com, maybe I didn’t explain myself correctly, my doubt was if I could move that blog to .org, to be able to work with a host (and the possibilities of WP.org) but without losing all the data and info I have in my current blog.
Snat: So I can export the data from my blog on WP.com to WP.org? I hope I understood right.
Again, thanks a lot.