Oy. You have made a boatload of trouble for yourself by trying to migrate PSE. You can never, never do that, since PSE is not a nice tidy package in accordance with the apple developer guidelines. The PSE installer is more like a shot of buckshot--it strews stuff all over your hard drive in places the migration assistant is not programmed to look, and you can never find all the bits and bobs you would need.
You will need to start by downloading and running this:
Then manually hunt around and remove all the bits of PSE that you can find. Be sure to check not only the applications folder, but also the library at the top level of your hard drive>application support>adobe. (nb, spotlight will not do this search)
Yes, if you bought PSE on disc, you will need to make a copy of disc 3 and copy those files to the Air. If you bought a download, go to the main page of adobe.com and click on My Adobe and work your way through the links there. If you're lucky you may still have a link to the download there, but they're only available for a limited time so you may be past it for PSE 9 now.