Changing domain and PageRank

I have a domain, e.g. XYZ.com - and I don't like it because it's too long I want to change it to e.g. XYZ.eu - but I have high PageRank on XYZ.com. Is there a way to change the domain WITHOUT loosing PageRank?
I heard sth like this:

PHP Code:

header( "HTTP/1.1 301 Moved Permanently" );
header( "Location: http://nowy_url.pl" ); ?>

or redirection set in .htaccess file would help. Is it true?