Cannt import links from opml file

Hi
I am trying to import links from an opml file located here.
http://www.urduweb.org/planet/opml.xml
It is an RSS feed aggregator’s links which I am trying to import in my blogroll.
Write>Link>Add Link>Related>Import Links (the location I got the import manager). Given it the file location (both on web and on local disk one by one). It imported and said 47 links imported then given me link to go and manage them and there was nothing.
Any ideas?
Regards