In most cases there should be no need to move program even if you want to have all your messages with you (use user files for that purpose, see File menu description). But in case you need to do this anyway, how you do this depends on your operating system.
Move application directory into desired place. No other action is required.
To move just program, move its directory. To move program and data, you'll additionally need to move user settings, located under <drive>\WinNT\Profiles\<user name>\Applicaton Data\Hellcore Mailer.
To move just program, move its directory. To move program and data, you'll additionally need to move user settings, located under <drive>\Documents and Settings\<user name>\Application data\Hellcore Mailer. Note that name "Documents and Settings" and "Application data" may or may not be localized (for ex."Dokumente und Einstellungen").
To move just program, move its directory. To move program and data, you'll additionally need to move user settings, located under <drive>\Users\<nuser name>\AppData\Roaming\Hellcore Mailer.
Tip: Under Windows NT and newer, you may quickly access program data directory: