Is it possible to move all windows from one space to the other?
You can still do this in OS X Lion.

Move to the space you want to move the application's windows to. Right-click on the application icon in your Dock, select Options and enable "This Desktop" in the sub-menu. All of the windows should now move over to the current space.

Out of interest, how do you do this in Snow Leopard?

Edit: At last, I found a way to do this. Open Mission Control, and left-click and drag the application icon under the application windows to a new space at the top of the screen. You can create a new space entirely, or move all of the windows to an existing space. Hope this helps.