Info : Wordpress Import : Documentation

As its name indicates, the Wordpress Import module can import a Wordpress blog previously exported to WXR format. These steps must be followed to achieve this goal:

In Wordpress

• Go to the administration zone of your blog.
• Choose tab “Manage”, and the sub-tab “Export”.
• Using the drop-down menu, select whether you want to export all of your blog entries or only posts of one author.
  
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Courtesy : http://www.rocq.net