Here’s the solution:
I downloaded the nightly build (2.1-alpha2), and under the manage tab you can now export your WordPress posts and comments in a XML format.
Under the same tab you find an import option in WP.COM. It imported all posts and comments, and the only thing that I still have to update are the images (it links them to the old blog…).
That is it!
Thanks for the prompt answer! I did not know the forums were separated. I will also post this question over there…
It is probably something of a future release. I am surprised to see some functionalities on the .COM side that WP 2.0.3 does not has yet…