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the clone feature clones just the templates in the database, nothing more. Your site setup can be transfered to the new domain by making a database dump (use phpmyadmin or a similar mySQL database administration tool), and copying your files to the new domain. Change the mainfile.php in your new site's root folder, and dump the data from one database into the other, and you've got an exact working replica of your first site, working on the new domain. That should give you a nice start.
Herko