I am hoping this is something everyone *but* me know how to do...
I am trying to migrate content from one WP blog to another WP blog using the RSS feed method, according to the help files;
http://codex.wordpress.org/Importing_Content
"First, save the RSS feed you wish to import someplace on your local machine."
I have no idea how to save the RSS feed to my local machine, I have been trying to work it out all day, any help would be great.