Not really too difficult a question but anyway....

Is it your WWW record you change when you want to point your domain to another webserver? So i just ask my domain hosting company to change the WWW records to the IP address of the new server?

I just go to the control panel of my domain host and change the 'Domain Name Server Setup', putting in the addresses of the nameservers given to me by my webhost.

Basically as bean0 said point your www (typically an A record) at your host ip if you want mail on that host too you point your @ A record to the same location... For me it has always been the same location anyways.

a records not for mail?
i dont want to change my mail over just point the WWW address to my new server.

the mail server has an MX (Mail Exchanger) type record. The www server has an A (or a CN). Those records are independent. Basically, www would be a third level domain name pointing to a server, while the MX record points to the mail exchanger. So basically you can change the www server record regardless of the mail server.

Quote from Albieg :

the mail server has an MX (Mail Exchanger) type record. The www server has an A (or a CN). Those records are independent. Basically, www would be a third level domain name pointing to a server, while the MX record points to the mail exchanger. So basically you can change the www server record regardless of the mail server.

However, a little known RFC entry states that if there is no MX record, try the zone record (think of it as the "root" record) and see if it accepts mail. I believe only sendmail implements this behaviour however, so its very unknown.

The quick answer is if you use www.yourdomain.tld then change the www entry. If you also use yourdomain.tld, you will also need to change the zone entry (this is the @ record in bind, and most control panels).