Why can't I stop wordpress from accessing my website!!

I would have thought this would be an easy task to take my site from wordpress.com to my own host but this is not the case. I still have no idea after I have changed the Name Servers in my domain registra and made sure no wordpress files were in the ftp root folder on my host server and made sure I stopped the domain mapping in wordpress.

Can anyone tell me straight forward the steps to get this working. I’ve heard things about cnames and dns but there’s nothing in wordpress about this and I can’t see anything in godaddy or my host fatcow.

Any help would be really appreciated.