Hi, I have started a blog in the month of December-2006. Now I got PR-3 and listed in DMOZ also. Now I do want to change this blog from blogspot to my own domain? I don't know how to proceed? If I change the URL, whether my PR would get affected. Whether I may lose my position in DMOZ?
Yep, you'd lose it all. PR and all that stuff is for your url, not specifically the content. Change the url, you start over.
You can get your DMOZ listing updated, but unless you can get people to change the links to your new URL, you basically have to start over (which is why it's always better to start off with your own domain name)
if you still want to to change to a custom domain then get your blog with godaddy and buy a domain name.
Let it stay at Blogspot and redirect the traffic from new domain to this blog. That way you won't lose the visitors coming to old blogspot URL or new domain URL.