Since Blogger isn't an actual hosting company, there's no real way to transfer the site from Blogger to your account with us directly.
However, Blogger has a feature where it will allow you to publish your blog to an external web host (like HDWEBPROVIDER™). This would make Blogger connect to us via FTP and publish your website to our hosting.
They have a FAQ entry on how to accomplish it here.
Additionally, as of version 2.2 WordPress supports importing directly from your blogger account:
Simply install WordPress from Fantastico in your cPanel.
Then in your WordPress Admin area, go to Manage → Import → Blogger and follow the directions to complete the import.
