Transfer information from the original factory SD card to another Samsung phone?

I currently have a Samsung Galaxy SII. I'ved used several different applications to download files of all kinds (Some unknown as well) from the internet. How could I transfer this information to a Samsung Galaxy SII Skyrocket?

As far as I can tell, my SII (Which has its factory software) doesn't have an SD card in the SD Microcard slot in the back, yet when I download it says "Saving to SD Card".

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try using an app like this to back things up and then restore in the new phone:
https://play.google.com/store/apps/d...ppbackup&hl=en