It isn't hard. Call the doctor office and ask what they need. Usually, it is a signed letter by you requesting that the records be sent to another doctor. You'll need to include your birthdate and your insurance ID/Social Security number. If you want them released to yourself, then you may expect to pay copying fees.
Note that the copying fee should really reflect the cost of copying; not be a means of profitting or impose a barrier to record release. HIPAA specifically indicates this.