A lot of programs put files in different places of the hard drive, so it would be difficult to just copy and paste. There is also the registry keys that the program uses to store some information.
Also if you were to copy it to your laptop and keep it on your desktop, it may be against the license agreement. Some programs stipulate one computer only, some say desktop and one laptop, some say as long as it is the same primary user.
Depending on the programs it may or may not be easy. The easiest things, is the most time consuming and the most manual, just install everything from scratch.
I have seen a program called Move Me (I think) that will do says it will do the transfer, but I am not sure how well it works. I think that it is $50. Also, I would assume that you are transferring programs from a Windows XP to a Vista machine, correct? If so that presents an issue as well, because not everything that is compatible with XP is compatible with Vista.