I think it's select the domains and click the "Change Account" button from the 9 bulk edit buttons at the top of the domain list.
Ok thanks. If they want to have the domain at another registrar, do I have to pay for that or do they, and do I email GoDaddy and tell them where I want the domain sent to with their account detials?
If you go into your GoDaddy account and follow Subseo's instructions, you will get the answers to your questions and instructions on how to proceed.
I think in that case, they have to follow their registrars procedures. Usually there is "transfer domains" option somewhere in the interface, they will ask your domains to be transferred, and there will be some approval procedure afterwards.