Can we change the domain without loss of Rank in the search engine?

I too had a doubt long since whether we can move the entire file and ranking to new domain. The question rose again when the Microsoft changed its domain from Live.com to Bing.com. The site was having the same search engine ranking and alexa ranking even when the domain name was changed.

Recently I found a post by Sherice Jacob in Search Engine Journal, that we can do the change of domain name without any loss in search engine Rankings. Now I am clear how can we do that? I just want to summarize what Sherice has said. But the disadvantage is that this can be done only on Linux/Unix server running Apache.