Transferring poker info to a new computer

I'm a moderately literate computer user, but would appreciate any wisdom on transferring poker info to my new computer. I currently play at Full Tilt, Ultimate Bet, and Paradise Poker. What info is on my hard drive? Player notes? Hand history? cookies? (mmmmm cookies!)

I think I need to download the latest poker site software to my new computer and then memory stick the appropriate files over (i.e. the ones that don't download). Is this the case?

TIA!