If you have an email account with somebody you cannot transfer it.
The only way to avoid this is to have your own domain/website (like wot I did) which will enable you to have loadsa email addresses (can't remember if my limit is 50 or 100).
Doesn't cost much per year and you don't actually have to have a website.
As indeed do I tel BUT that doesn't solve the problem of the morons who, no matter what system you use to tell them of your new address, will continue to keep your old one in their address book and from time to time will use it because when they type your name the old address will be offered and they'll just click OK on it without thought..
Somebody needs to come up with a foolproof redirection scheme or we all need to switch to web-based email accounts like wot you and I have.