Hello,
If you need to transfer your images and content, you are not just moving the theme but basically migrating the whole site !
This requires that you copy and move everything on your FTP server and in the MySQL database.
Jason Bobich did an excellent job to explain the whole process step by step in this post: http://www.jasonbobich.com/web-design/moving-wordpress-to-a-new-server/
Note that the “import/export options” feature in the theme is meant to copy only the theme options. Since theme options are stored in the database, you won’t need to use this function if you are moving the whole database.