Just in case anyone is interested in moving their blog from WordPress.com to your own WordPress.org installation, this might help.
Use the “Export” tool in your WordPress.com account and let WordPress export all your data. Save that XML file. If you want all your images to work there are two things you will need to do. First, open the XML file and do a find and replace and replace “your-blog-name.files.wordpress.com” with “your-new-blog-url/wp-content/uploads”. Next, go to your new WordPress install and use the Import tool. Make sure to select “Download and import file attachments”. Now, it will run for a while on most servers but after a minute or two it will stop (no more spinning icon in Firefox etc), go back to the Import tool and run it the same way again. Rinse and repeat until it says it is finished. That’s it!