Change website URL the correct manner to keep links working

Hi there.

I know one of your newsletter discussed this a while ago and cannot seem to find it.

I want to change the url of a website.
http://www.trainyoucan.co.za/training to
http://www.trainyoucan.co.za

I know how to do it in wordpress, but I want to make sure I keep my backlinks and external links operational. In other words, if someone click on the old link it must direct to the new link.

EZ