I want to move my wordpress site. How do I import a backup?

Hello! First of all, sorry for my bad English. I hope you understand what I mean.

I want to move my WordPress site to a new domain, and some problems have occured. I know how to export the whole site, but I have no idea how to import it.

To export it, I go to Tools -> export, then downloading a .xml file.
I have no idea where I can upload this file.

And is there any easier way I can take a backup of the database?
I exported all the tables from my old file, and imported it to my new database using phpMyAdmin. I then installed WordPress, using the same prefix as I used in the database.
Only problem is, I got a message telling me that WordPress was already installed. The other problem is; I get an error message when trying to import the tables, telling me that the tables already was in use.

Only way I can see is to import the other tables using a string like wp2_, and then delete wp_ one after another, and then renaming the wp2_ tables.

Is there any easier way to do it?

Thank you very much!

– Stig