To move your content you need to create an XML export file of your content. It will not include the theme as they cannot be exported. See 3 below.
WordPress.com and WordPress.org are completely separate.
1. Hire a web host http://wordpress.org/hosting/
2. Set up a WordPress.org install and equip it with a theme and plugins.
3. Export your content out of your WordPress.com blog http://en.support.wordpress.com/export/ and import it into the install.
4. Purchase a site redirect upgrade from wordpress.com
http://en.support.wordpress.com/site-redirect/ or if you have domain mapping then update the nameservers http://en.support.wordpress.com/domains/domain-management/
5. Transfer subscribers and stats. See http://en.support.wordpress.com/moving-a-blog/moving-your-subscribers/
Read more here http://onecoolsitebloggingtips.com/2012/08/31/moving-your-blog-from-wordpress-com-to-wordpress-org-resources-and-tips/
Also note WordPress.com and WordPress.org have different log-ins and run different versions of themes with same names. If you don't have a username account at WordPress.ORG click http://wordpress.org/support/ and register one on the top right hand corner of the page that opens, so you can post to the support forums there and receive advice from WordPress.ORG bloggers.