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Don't put up road blocks! If you choose to do a domain name change, you will need to place special pages up on your website to preserve the search engine traffic you acquired. These pages, called redirect pages, will let the search engines know that your page has permanently moved. If you don't put up these “detours” potential customers (and present customers) will not no where to find your site and you will lose business!
You preserve precious traffic in code with an http 301 redirect, or use meta tags to refresh immediately with a time of 0 (which the search engines will interpret as a permanent move of that page).