I think the standard way of doing it is upgrade the management first to NG AI r55 ( and add HFA04 afterwards ). Test for a while and then upgrade the module.
The upgrade will automatically do the upgrade of the rule base.
Regarding migrating the management station to the same box as the module things might get messy as one of the questions on install is standalone of distributed installation.
So...at a guess you would have to do a standalone install....and maybe you could use the upgrade_export.exe upgrade_import.exe utilities but who knows how it behave as it will have come from a management station not a management & module box.
Im not sure wether you can use upgrade_export.exe upgrade_import.exe across platforms. If you find out let us know.