Get the upgrade_export tool from
Check Point Software: SmartCenter Tools It is a tgz file. You need to upload it to you FP2 management server, extract it and you will have the upgrade_export comand. This tool works for NGFP1 and NGFP2 as per the documentation. Read the documentation and follow the instructions. You cannot go from FP2 to NGXR65. You have to upgrade in stages as Ray Pesek said. Upgrade to FP3, then to R55, then to NGX.