Imported RSS entries won’t show up

I’m a complete newbie to Wordpad (or any open source weblog tool for that matter). I tried importing my old entries from another blog via the import-rss.php file. I followed the steps, I got as far as the ‘have fun’ part but when I click on it, none of the older entries show up (not even on the archive links).
What could I be doing wrong? One more thing, when I click on the ‘begin rss import’ link, it immediately displays the next page. I have a 600kb XML file so shouldn’t the page take a longer time to finish loading?
thanks in advance.