If you are moving servers or providers, you will need to get the certificate and private key from the old server or provider.
Contact your old server administator and ask them to provide you with an exported copy of the certificate and private key.
You can then use this to install your SSL certificate onto your new server or send on to your new host.
If you do not get the Private Key with your certificate from the old server/provider, you will not be able to install the certificate and activate SSL for your site.
Please Note: Comodo do not hold the Private Key, this is kept on your server