First of all, you should probably set your new phone up for service. To do this, you should register for My Account Online. Once that's set up, click the Go button under "My Phone" and then click "Activate Phone". Enter your new phone's
ESN. (If your new phone has a removable battery, the
ESN is located under the battery. If not, the
ESN is on the back of the phone.)
Once that's set up, you should download BitPim. Set it up to connect to your old phone and put anything you want to copy, on your desktop. It's pretty easy. Then, make a connection to your new phone and transfer what you just took off your old phone, on your new phone.
However, there are some things you won't be able to copy off your old phone, like anything from VCAST or Get It Now.