I see you got some responses already. Here is what I do just about every quarter from the web interface.
1. go to the admin course
2. select "add course"
3. under the option "copy templates from" pick the course you are copying content from
now your course is created but the homework sets don't show up yet. You need to export the sets from the course you just copied.
4. select "export database"
5. pick the course to export from and then check at least the boxes that say "problem" and "set" (you can probably just select them all but you may see some warnings)
6. select "import database"
7. select the course you just exported from (it should be the only option to pick) and then select the course you are importing into
The homework sets should now be there.
If you already created the course but didn't base it upon the templates from the right course, it is still possible to copy material but it is more tedious. I would recommend copying the template material when the course is created.