The app data as in settings? You'd have to go through each application on it's own as they all would have different locations they store that data in. If you want to plop installed programs from XP to Windows 7, that won't work, you need to re-isnstall them. There are some utilities that make migration easier though, http://www.google.com/search?q=xp+t+o7+migration+utility&rls=com.microsoft:en-us&ie=UTF-8&oe=UTF-8&startIndex=&startPage=1
As far as just getting your data over, just take out the old drive, isntall it as a secondary drive in the new system, and copy the files over. If you have a newer drive in the XP system you can even leave all of your files where they are, and redirect your My Documents to that drive where your files are already.