Disable transfer lock (on the domain details page)
Obtain the "authorization key," also from the details page
Pay the gaining registrar for the transfer (also provide the authorization key)
The new registrar will send an e-mail to the addresses listed in Gandi's whois database. Respond to this e-mail confirming the transfer.
Gandi will send you an e-mail informing you about the outgoing transfer. You do not need to respond to this; in five days the transfer will be automatically approved.