Hi,
The plugin doesn’t support copying.
You can copy the database tables (which I think you did?). But the data is stored as serialized strings, which include both the string length and the string itself. If you do a search & replace on the URLs it’ll corrupt the data.
I think there are some ‘safe search and replace’ plugins that can be used to address this and safely replace the URLs in serialized data.
Here’s a link to one of them:
http://interconnectit.com/products/search-and-replace-for-wordpress-databases/