Though it's certainly more convenient to simply hit the transpose button on your keyboard, I still STRONGLY urge everybody to take the time to learn how to manually transpose and to be able to play your songs in other keys as well.

One benefit of transposing (actually playing in a different key) istead of merely hitting the keyboard's transpose button, is that different keys demand different hand positioning & provide varying comfort & resultant sound. Also certain keys are more conducive to playing blues licks (sliding off a black note to white) than others.

In addition to concuring with Starkeeper's good method of 'chord' transposition, here's a a link to a lesson in 'melodic' transposition:
http://www.geocities.com/Athens/Marble/9607/0020.htm

Scott