Unfortunately, registered domains cannot be changed, but you can cancel your ownership of a domain purchased at WordPress.com and get a full refund within 2 days of purchase.
After cancellation, there is no guarantee the domain will become available to re-register somewhere else. Is that okay with you?
I'm asking as it's possible to keep the domain registered here at WordPress.com and switch to another web hosting provider at any time by updating the name servers.
After 60 days from the date of purchase, renewal, or nameserver change, you may also transfer your domain to another registrar: http://en.support.wordpress.com/domain-mapping/domain-management/#transfer-to-another-registrar
Staff can cancel your domain for you, but it won't be available for purchase again for about a month, at which time it will be back on the open market.
I'm flagging this thread for Staff attention and you can think over what I have posted above while you are waiting.