(In my reply I'm presuming you're trying to transfer from one WordPress site to another WordPress site)
Option 1:
=========
I suggest you start from scratch again and then perform the following steps:
- Download WordPress from http://wordpress.org/download/
- Unzip the files and upload to your new host
- Run through the install process to install a clean build of WordPress on your new host (incl. creating our database), following the instructions from here... http://codex.wordpress.org/Installing_WordPress#Famous_5-Minute_Install
- Download your theme (located in wp-content/themes) and plugins (located in wp-content/plugins) and upload to your new site
- Log in to your new site and select your theme from the Appearances > Themes menu option
- Export your content from your old site using the Tools > Export menu option
- Import the content into your new site using the Tools > Import menu option (you'll be prompted to install the WordPress Importer plugin before you can import). Don't forget to tick the option to download all your images as well.
- You'll then need to point your domain name to the new server
Option 2: (more technical)
==========================
- Login to your old site and make sure WordPress and all your plugins are updated to the latest version
- Login to your hosting control panel on your old site and export your database (sql export using phpMyAdmin)
- Download ALL your files from your old site and upload to your new site
- Login to your hosting control panel on new site, create a database and import your database content
- Update your wp-config.php file in the root of your site with your new database details.
- You'll then need to point your domain name to the new server
Option 3: (easiest)
===================
- Use a tool like BackupBuddy (http://ithemes.com/purchase/backupbuddy/) to create a full backup and then migrate it to your new site