Hi Mokkan,
Once the new lun is presented to Windows, go into VEA and connect to the server. Expand Disks on the left hand side to find the new disks. Online the disk/lun and initize it as needed. Right click on the new disk/lun and select "Add Disk to Dynamic Disk Group...". Follow the wizard to add it to the disk group.
From there I'm guessing that you will need to mirror or subdisk move the volume(s) to the new disk/lun.
Once the old disks no longer have any volumes or logs on them, you can right click on them and select "Remove Disk from Dynamic Disk Group..). Then it is just a matter of unzoning them from the server.
Thank you,
Wally