importing a wordpress.com blog

I did search here on the support forums, but the newest posts I can find on the subject are seven years old, and basically said you can’t get there from here. Either I’m not using the right search terms or I’m going to be dreadfully disappointed. I hope it’s not the latter.

I have had a WordPress.com blog for a couple of years now. Before that I had a Blogger blog for quite some time, and when I moved to WordPress.com, I imported my Blogger blog posts to my new blog.

Now I have a self-hosted WordPress blog (hosted by A Small Orange), and I want to import my old posts from WordPress.com (which will include my old Blogger posts). How do I go about this?

Thanks!