Exporting my Blog to another wordpress

Hi,

I just bought a new domain name and want to export my current wordpress blog over to the other domain.

What is the best way to go about doing this?

I tried simply to export it but I go into Manage/and there’s no export button.

I tried to use ftp manager to just copy the files and load them up but that wasn’t working either?

Any help? I want it to go with the new domain becasue it’s more relavent to the blog title.

Thanks,

Valerie