[newbie] Transfer domain name

Hi:

I registered two domain names from a hosting
company. Now I want to register a reseller
hosting plan from another company, and I was
suppose to handle the domain name myself.
How should I do it? I figured I should signup
the reseller's account from the other company
first, get their DNS name, then email my
current hosting company to change the DNS
for me?

Thanks,

Yi