Help Needed to move to new host

Hi to everyone,

I need your help here to solve the problem moving to new host. This is my 1st time to move host, it is look difficult to me and I am not a technical person, not very familiar with mySQL database function.

Let me mention what is my step of moving host here, pls help me to identify the mistakes coz I am not getting it right, I appreciate your help and also extend to others can help me on this.

1. Backup databse file from WP-admin login.
2. Ask the new host to do server to server transfer
3. change nameserver to new host one

The old database name is wrdp1 & new one is wordpress
The old & new usernames are same steven.

I didnt change the setting in the wp-config.php file, is that mean this will not working? I also tends to upgrade my wp version to 2.0.4 (latest) fr 2.0.1 or 2.0.1 version. What are the steps should I do?

Should I transfer the database first n then upgrade or install a newer version of WP in new host and then create the new database follow by moving in the old files. If that is the case, which are the files I should move from old host?

I know this sound a bit challenging to me, but I am not sure do anyone of you have done this? Pls let me know.

Many thanks to your help in advance here…
Steven