I have one site that hosts a cpg and only that. I would like to move it in a new location but i do not want to lose the comments... How am i suppose to do that?
backup all your files that exist within the coppermine folder on your server, using your ftp app. Create a mysql dump using a tool like phpMyAdmin or mySqlDumper. Details: http://coppermine-gallery.net/demo/cpg14x/docs/faq.htm#BackupDatabase
On the new domain, restore all your files you backed up in the first step, and restore your database (or rather: fill a fresh database with the dump you created previously). Then edit include/config.inc.php with a plain text editor to reflect the new server's mysql setup. Finally go to coppermine's config and change "URL of your coppermine gallery folder (no 'index.php' or similar at the end)". That's it.
Has been asked quite often - in the future, please search before posting.