Go to Tools-->Options-->Export/Import Options-->"Export All Options" and export to a zip file.
Then run your new installation of SlickEdit and go to Tools-->Options-->Export/Import Options-->"Import Options".
Alternatively, and to create a full file-based backup of your settings, you can make a copy of the Configuration folder:
Windows: Configuration files will be stored under your "\Documents\My SlickEdit Config\<version number>" folder by default.
Linux®/UNIX®: Configuration files will be stored under your home directory in /home/username/.slickedit/<version number> by default.
(You can find out exactly where your configuration directory is located by going to Help-->About SlickEdit.)
Simply copy the <version number> folder to the same location on your new machine and then run SlickEdit.
Please note that Windows and *NIX configurations are NOT compatiable and will not work on a cross platform installation.