new web site, don’t know how to transef old post

I have version 2.0.3 and i’m change web server hosting, and i’ve download the new version of wordpress for the new web, but i’ve found a problem, i don’t know how to export from my old web page the blog entries, as there is not such option in the program.

Can anyone tell me, or give me any suggestions about how to export the files, as in new version there is the option to import.

Thank you.