It is a local India registrar. Here is my whois.sc details http://whois.domaintools.com/indiaserveronline.com
I wouldn't recommend godaddy because of the fact that they support SOPA. You should really look into any other registrar besides godaddy, I'd personally recommend namecheap.
Unfortunately not step-by-step from your current registrar, but there is a plethora of guides here http://www.namecheap.com/support/knowledgebase/category.aspx/83/transfer-to-namecheap Essentially you just need to make sure that your domain is unlocked, not masked, and you have the EPP or authorization code.
Generally, you have to make sure your domain is eligible (has the correct status) for an out-transfer (e.g. older than 60 days, not renewable within 10 days, etc.), then unlock it at the current registrar and request an authorization code. Thereafter, you initiate (pay for) a transfer at the new registrar and both they and the existing registrar will send you emails to approve the transfer and instructions to enter the authorization code - just follow their prompts. Depending on the registrar, the transfer can take anything from 1 - 7 days. Don't transfer to GoDaddy, though, because of their (erstwhile) position on SOPA!
If GoDaddy supports the extension which your local registrar provide, then you should simply follow the step by step instruction from GoDaddy.