Ahh, well first, classic needs to be running on the new install; otherwise the importer will choke, so you'll need to setup the paths to where they work on the new server.
On most hosts the have a jailed shell for users, but apache still uses a full root path, so where you may see your path as
/var/www/html
It likely exists as:
/home/sitename.tld/var/www/html
What you could do is create a file named phpinfo.php which contains:
In this file look for the line: _SERVER["DOCUMENT_ROOT"]
This should tell you the location of the phpinfo script; which, if uploaded to your web server root, will be the full path to your web directory; from there you should be able to ensure the path to your cgi and member files in your classic install are correct and hopefully get everything running.