There are a number of such apps; none is perfect, as there's really no entirely reliable way to figure out where every 3rd-party developer puts files, or how they're named, and whether they install other "helper" apps. Usually, the file and/or folder names will contain the name of the app, or the developer, but that's not universal. Look in the places mentioned earlier; you may find them easily.
Is this a "complex" app? If so, do you have the original disc? If so, try just installing it. That should load the app and all the "other" files, and set up empty files for the data. Delete those, and copy the corresponding files from the old Mac.
Try Googling the app or seeing if their developer has a website and/or forum where you can ask, or post the question in a new thread here.
It might cause more trouble than it's worth, but you could use Migration Assistant to transfer Applications and the user account from the old Mac. That will move all applications that don't already exist on your Mac, and most or all of the "other" files, plus the user account and home folder (separate from any that are already on your Mac). But you can't limit it to a single app (see Transferring Applications for an explanation).
Your best bet is probably to find out what and where the other things are.
