Please post the fix and maybe it will help others in the future.
Sure, thanks for the reply.
First I did back my database using phpmyadmin. Profile separate and the whole database just incase.
Then, I went and deleted FirstName and LastName including PGprfil from the structure of the Profile table. Then, I logged back to my website administrating area. And to be honest with you I faced anther problem with the Profile Custom fields Migrating Module. Basically it said the already transfer finished (or something like this). I did not want to uninstall the data migrating module and install it again. Basically it will tell you move profile before custom fields. Trust me it happened to me before, and there is one way I found is DO NOT uninstall the module and do the following.
The way to fix this is to click on Set configuration and retype your full path to the old Dolphin. Then, save and try moving custom fields and it will work this way.
Any question I will be happy to answer it.
Thanks guys