You have to contact support. The person who will be taking the order's leadership also have to contact them or at least confirm that he wants to take over, but that's not all, there's a cost, it's half all the gold that has been invested into the order. To know the exact amount, contact support and they will tell you how much it is.

http://help.ambergames.com/login

Quote minhtoan:

now i wanna give my order to my friend

For this option, see Hakushi's post above. I have heard that the price for this operation has been lowered, but only support can tell you how much it really currently costs.

Quote minhtoan:

or i wanna disband my order.

This option is a lot easier. Just tell all order members to leave your order or exclude them yourself. Then you are free to become someone's vassal or join another order.
Should you feel the desire to re-open your order at any time, you can do that, it will not be deleted.

I hope you understand what I wrote above. If you didn't, feel free to ask more questions here.