Before you copy the blk* files, you must run with the -detachdb option and make sure you shutdown bitcoin and wait for it to exit completely. With 0.6.2, we change the default from "take a long time to shut down, but leave standalone .dat files" to "shutdown quickly, but leave .dat files that are tied to the database/log.* files".
Too many ordinary users were quitting bitcoin and then immediately powering off their systems, leaving the database in a bad state.