tremere110: Copy the files from the SAVE folder from the previous game to the SAVE_CH folder of the next game.
That's all there is to it. The krynn series was the easiest out of all the goldbox games to import saves. Do note that transferring from Champions of Krynn to Death Knights of Krynn will remove all the stuff that the knights took at the end of Champions regardless of beating the game or not. You will lose any Dragonlances, any Maces of Disruption and any Strength enhancing items.
The forgotten realms goldbox series was the toughest. Pretty much each game needed the files imported in a different way and it was buggy - unequip all your strength enhancing items before importing or else!
Do you lose the Strength granted by Strength enhancing items that are equipped at import time? (From what I understand, you could keep them in the Forgotten Realms games, at least in one import case, but can you do so in Krynn?)
You might want to consider unequipping anything that boosts a stat before transferring characters to avoid bugs. (My understanding is that in one transfer case, you can end up with your strength score messed up. Having a Strength of 99, if that happens, is not likely a good thing, as the game's tables do not go that far, and fixing this may require using a hex editor.)