There are "migration" software programs and I believe Windows has one built in. However, it's probably better to install everything fresh on your new system. That way you won't be copying any old schumtz from the original machine.
There are a few ways to do it, through a network hub/router, directly with a network crossover cable or serial cable, or a usb connect module. It depends on how the computers are configured. I would agree that you do not want to try to move your programs over, you should do a fresh install on the new machine.
Programs have to be registered, registries altered and so on.
2 easier ways:
-Acronis True Image: make a backup image of your hard drive and attempt to port it into your new PC.
-Are you moving to a PC with the same OS? If you are and the hard drive is the same interface (SATA vs ATA, 3.5"...) you might just be able to plug it into the new machine and update your drivers.