Adding Blogroll Page

I am curious how to create a blogroll page.

I do not want to place the blogroll in my side bar. This is just into the WP page itself. I created a blogrollpage.php (similar to page.php) but am not sure how to convert my WordPress OPML file to show my blogroll on a page.

I want it to look like this page on GLBL. The only difference is GLBL used Google Reader. I want to use WordPress OPML file.