How can I point a custom domain to my WordPress.com blog?
Custom domains are a paid upgrade.
The Domain Mapping Upgrade allows you to use a custom domain name such as example.com instead of the standard WordPress.com domain name – example.wordpress.com – for your blog. This is a paid upgrade.
Wordpress.com has a tutorial on doing this once you've bought the upgrade.
Another option is to set up your domain with your own hosting and install the Wordpress application there.
With our famous 5-minute installation, setting up WordPress for the first time is simple. We’ve created a handy guide to see you through the installation process. If you're upgrading your existing installation, we've got a guide for that, too. And should you run into any trouble along the way, our support forums are a great resource, where seasoned WordPress experts volunteer their time to help you get the most out of your blog.