Well, please remember that wp.org is not a hosting site. You download the software from here and find yourself a host. Costs depends on who you use.
Not sure what you mean by “gadget” and why you’re missing this over at wp.com
There’s a faq on the transfer procedure over on the http://faq.wordpress.com blog.
Hope this helps,
-drmike
Here are some hosting alternatives that work well with wordpress.org self hosted sites.
You can use the export furnction in the your admin area at wordpress.com, ADMIN => MANAGE => EXPORT and this will give you the XML export of all your posts. If you install WP 2.1, you can do the opposite to import the entries once you have the install up and running by ADMIN => MANAGE => IMPORT and choose the WordPress import tool.
If you are going to run WP 2.0.7 or less and not WP 2.1, there is a plugin from techsailor that will allow you to import and export that file type.
You will have to manually pull each photo and file that you uploaded to wordpress.com 1 by 1 as there is currently no bulk download for content there.
Then, of course, read this documentation on setting up a WordPress self hosted site:
http://codex.wordpress.org/Getting_Started_with_WordPress
Trent
