Lighten up Bo Chen,
If you dont know the answer, don't bother to reply to littlened's thread.
LittleNed, The answer is to download a webapp called phpmyadmin. This is a php based tool which is also in the plesk panel.
This tool can be downloaded via sourceforge and will allow you to export your whole database into a compatible .sql script file, which you can execute on your hosting account db.
I hope I have made sense and God bless you in your data migration.