SmugMug is not a domain registrar. We do have a reseller account with GoDaddy at smugmugdomains.com that you can transfer your domain to.
To transfer your existing GoDaddy domain, click on the "Log in to SmugDomains" link at the top of smugmugdomains.com. Then click on Domain Names > Transfer Domains to start the process.
Note: If you purchased your domain directly from GoDaddy, you'll need to use GoDaddy Connect. GoDaddy Connect won't work on domains purchased from SmugDomains.
Once transferred, the domain needs to be setup using a CNAME to point to SmugMug. Details for setting up the CNAME can be found here.
Still confused? Watch our video tutorial to see how it's done: