OK, I\'ve just got myself a shiny new MacBook Pro, and having been developing my iPhone app on another MacBook, I wanted to migrate my development to my new computer.
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Did you remember to expand Targets on the left of the project window, then right click on your app name > get info, then go to the Build tab and under Code Signing, under Code Signing Identity, change the value of Any iPhone OS Device to what applies in your case? Also in the properties tab you should have your identifier set so that it matches the identifier you chose.
Don't know if that helps, that's the step I found missing in your description though.