WordPress.com blog transferred to .org – content disappeared

I had a wordpress.com blog running and then moved it over to .org hosting with 123 reg using a gizmo on the site – the wordpress 2011 template has arrived at the url but it is missing all of the content. I’ve obviously missed a vital step somewhere- is there any way of retrieving my previous set up and posts? Thanks everyone.
I’m a newbie and not that technical so please go easy on me 🙂