The site redirect upgrade redirects your WordPress.com blog to your self-hosted site. Therefore it's not possible to remove your WordPress.com blog.
The domain you have is registered through us at wild west domains. This guide explains how to transfer the domain name to another registrar. If you want to keep the domain with us, but want to manage the DNS records yourself, follow the steps here: http://en.support.wordpress.com/domains/change-name-servers/#changing-domain-name-servers