It depends on whether you have your own domain or are using a sub-domain provided by Bravenet.
If your own domain then all you need to do is to purchase the new domain name that you want and set it up to point to your existing hosting.
If a Bravenet sub-domain then open a new account to obtain hosting with the required new sub-domain name and then copy your site to the new hosting. This will work provided that you do not intend to use the Wizard to create or maintain your pages in the future. If you want to use the Wizard then you will have to redo from start.
