I would add one suggestion in addition to the excellent information already provided. All correspondence should go directly through the guidance counselor of your high school- either the counselor directly or the clerical person if there is one in the guidance department. This is a fairly common and routine request, so don't hesitate to be straightforward with your request.
- Address of where your transcripts should go (the school you're attending has probably provided this, or can provide it if asked)
- Contact information for the places you've attended and received credit (assuming you're in the US and going from high school to college, probably your high school registration office, and any junior colleges you've attended)
Typically there is a # business day turnaround at the high school or junior college for processing, along with a 5-7 business day mailing period. You might also need to pay for transcripts from your high school or junior college.