I just moved from greymatter to wp and had a time of it too lol but you have to upload those files from your harddrive to your current host. Then do the transfer. The info will be changed to your ROOT path, not the http path so if you are not sure what this is, just send your host a note asking. It took a few tries but I was able to seamlessly move mine, so I believe you should be able to as well. The key is getting those files up onto your hosting, I do not believe you can pull them from your harddrive. (again, I could be wrong)
Once you've pulled them you can delete the files and folders that you uploaded so they don't take up additional space.
PS looks to me like one of these will work for you:
*the www is usually after your "login/username" info, sometimes it is called public_html, you'd change this to the right file without the stars =o)