Okay....
Login to Godaddy
Click on 'My Account'
Then, on the left hand side of the page is a list in blue font....At the bottom is 'Pending Domain Transfers'....Click that.
It'll show you any domains Pending Transfer'...
Check the box next to the name - and then - Click 'Authorization' in the top right hand side...
Enter your Transaction Code & Security Code (from the email you will have received)...then enter the 'Auth' code you will have received from the seller.
Hit Okay....and wait.....it can take 5 days, or so, for the domain to appear in your account....You'll get an email from GoDaddy to confirm.
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