If you have no hold baggage, then both airside & landside* transfers are possible. For airside, follow signs to Flight Connections Centre; also see the BAA website for more info.

A landside transfer will involve you walking, either by following the signs and going down and past the underground station, or (my choice if it's not raining) by a much more direct (but un-signposted) overground route through the car parks. If you choose the latter, it might be worth playing round with Google Earth maps so you know which direction you're meant to be walking.

* requires you to clear UK immigration