Transfer Blog from WordPress.com to WordPress.org

I have a WordPress.com Blog with many posts and pages on it. I want to transfer this to WordPress.org. Then I will be able to install an opt in form and autoresponder from my account at AWeber.

I have been trying to do this for the last 2 weeks with no success. Is there a support group at WordPress.org that can walk me through what needs to be done?

Thank you for your help.
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