themes and importing blog?

I am about to import my wordpress.com blog into a self-hosted wordpress site. I want to know what happens to the theme when you import, does it come over as well? I was also wondering what the procedure was for “un-importing” as I am just trying to test this out with a clients blog and I don’t want to keep the data after the test is complete.

Thanks a bunch from a WordPress newbie! Marcia