I did it this way:

In regedit, export
HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\7.1\FontAndColors to
.reg file. Copy this file to other machine and double click it. This
will export and import all your color settings.

You can do the same with
HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\7.1\Text Editor
for other options.

To do the same in VS .NET 2002 instead of 2003, just replace 7.1 with
7.0 in the key name.
I don't know of any method to export other settings.