Copying data from a table to another database

Hi all,

This is perhaps a very 'newbie' question but for the life of me, I can't
see a way to do it without resorting to programming... (blush)

The thing is:
I have a table that acts as a historic for some devices activity.
Now I've migrated the entire 'shebang' to another server and need to
update the history table on the new server with data from the old server
for every different record.
As the table on the new server grows exponentially (already nearing 1M
records) I need to do this asap unless I want the entire thing to take
forever... (sweat)

Could someone please lend me a hand here?

Already thankful for any insight,

--
Pedro Doria Meunier <pdoria(at)netmadeira(dot)com>