When uninstalling BufferZone you will be asked if you want to clean the virtual files or not. You can just keep them there, usually there is no need to transfer them to the new PC.
Why are you uninstalling BufferZone before moving to the new PC - you can just install a fresh copy of it there?
In regards to Microsoft warning - can you please elaborate which messages do you see?
IE should open inside BufferZone - can you go to the BufferZone console, empty BufferZone - and retest?