Setting up and using the Magento e-commerce application can be a difficult process in itself, but when you start moving things around from server to server, things can get even more complex. In this new post from the Godaddyhostingreview blog they talk about moving a Magento instance from your local install out to a live site.
This is the method I used to move my local copy of magento store from WAMP on windows to a shared hosting account. In my case am using magento1.3.x.
The instructions are detailed right down to which configuration values to change, how to update your database for the move, what will need to be removed before you and push everything over. There's even a bit of instruction on what to change if your database structure is slightly different.