Importing links from one WP installation into another?

I run an appreciation site for an actress, and I have several installations of WP under one domain, because I use it for different things on the site.
For example, I have one installation for news, one for interviews, one for reviews, one for features, etc. I wouldn’t want the news, features, interviews and reviews posts all showing up together on one page.

(I hope that made sense. Until the variation on the get_posts tag that allows you to display just one category of posts on a page is implemented, I don’t see any other way of doing it – if anyone else knows better, say).

Anyway, I want to have all my link categories and links the same in each installation without having to input them all manually.
Is there any way that this is possible??

Relevant URLs are:
(WP install 1)
http://www.helengrace.co.uk/index.php
(WP install 2)
http://www.helengrace.co.uk/reviews/index.php
(WP install 3)
http://www.helengrace.co.uk/interviews/index.php
(WP install 4)
http://www.helengrace.co.uk/features/index.php