Hi there,
You can absolutely move from WordPress.com to WordPress.org and the domain that you've created will still be yours until it expires (Mar 6, 2014). You can either keep it here and point it towards your new WordPress.org blog or you can transfer it to another registrar:
http://en.support.wordpress.com/domains/transfer-domain-registration/. You can also request a refund for the rest of your Value Bundle if you request it within 30 days of the original purchase (2013-03-06) by going to Dashboard>>Store>>My Upgrades.
However, in moving to WordPress.org, you will need a hosting provider - we have some recommendations at http://get.wp.com/hosting/ - and need to install the WordPress software from http://wordpress.org/
If you're interested, we do offer an upgrade called Guided Transfer (available in the Store section of your blog's Dashboard) where we take care of everything for you: http://en.support.wordpress.com/guided-transfer/
If you choose not to purchase the Guided Transfer, you can move your content following this guide: http://en.support.wordpress.com/moving-a-blog/#moving-to-wordpress-org
To clear up any confusion, WordPress.com and WordPress.org are two different entities.
http://support.wordpress.com/com-vs-org/
WordPress.org has complete support and documentation sites for self-hosted/installed versions of WordPress at:
http://wordpress.org/support/
http://codex.wordpress.org/