XF 1.5 MYSQL database upgrade

Here's my problem; I have an old production server running vB 3.6.
I am attempting to transfer to a new server but the problem I have is the old MYSQL database is 4.0.18-nt and I want to upgrade it to the latest version.
I have dumped the old db and tried to import into the new SQL version without success.
I have very limited knowledge of SQL db so I am a little stuck.
I have just bought a copy of Xenforo as my new choice of BB

Can someone assist me please?

Many Thanks