As happynerd said, all you need to do is to go into your godaddy account and edit the nameservers, simply put the values for the bodhost nameservers in there and save it, it can take upto 48 hours for the change in nameservers to propagate round the internet, so I would tell the people who visit your site before you change it, just to let them know that your site may be down for a couple of days.
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