How to Move Your WordPress Blog to a New Server
These instructions are quite detailed. If you follow them everything should go smoothly. However this is not the only way to move your WordPress Blog. The author of this video uses phpMyAdmin to move the MySQL database. And easier way is to use the built in cPanel MySQL backup/restore feature.
The author also shows you how to change the URL of your blog files in your MySQL database text file “if” you are changing not only your server, but your domain as well.
Some hosts also limit the size of file uploads so you may need to contact your host to have these restrictions removed before you can move your WordPress Blog.