Transfering Hosts

Ok, I’m sorry if this sounds terribly clueless. I’m a novice with this stuff.

I’m going to attempt to transfer from one host to another. I’ve been reading the directions provided in a previous post, but i’m coming across a problem at this part:

http://www.tamba2.org.uk/wordpress/restore/

In step 3 (or 2 for that matter)…I’m not sure exactly what that is. Is that a program on wordpress? Is it an FTP program? I’m lost.