Apart from the RSS way, I couldn't find a way to import Cutenews (cutephp.com) into WordPress. It'd be nice if there was an easy way to migrate entries and comments, preferably with links staying the same.
Just a heads up: Cutenews *used* to be free, but now you have to pay a $40 registration fee, which considering the lacking (no mysql or any database support) options is not too great. WordPress might have quite a few new converts from cutenews if there was an easy migration tool.
Thanks for listening!