Transfer to new server

I know there are FAQs on this and I’m sorry, but I’m overly concerned that there will be a big problem when doing this. I’ve been using a domain hosted by a company who let me use it, and a little webspace, on the condition that I display their ads. I recently made a deal with them, and I’ll be transfering the domain to my own web host, and moving the site to my own hosting space.

WordPress offers an XML export. This is good, but what about all of the other data? The images I uploaded? Would WordPress really accept it if I just transferred the exact same files that were originally in the forum folder to the new server? I guess I’d need to follow the same CHMOD instructions at any rate. There’s something else that concerns me though, which is themes. My site uses the Atahualpa theme, which is highly customisable and I’ve spent countless hours making a perfect scheme for.

I have a feeling the XML file will not export this. And what about the settings for plugins I use? I hope you can understand my concerns.

Thank you.