Thanks, this is pretty much the procedure I currently do. I hoped there would be a more convienient way.
Now i am told best way to transfer a Wordpress blog.plz follow step by step...It is easy to transfer a wordpress blog
1.Exporting Data from WordPress.com
2.Setting up WordPress
3. Importing Content into Self Hosted WordPress Site
4.Importing Your Blogroll Links
Setting your WordPress.com blog to private
Redirecting Visitors and Preserving SEO