Sweet! Just managed to get my blog moved from my old self hosted Wordpress site, to this blogspot site.
I tried a few tools, a Java based tool called 'blogsync' from a guy call Yichao Zhang - it worked, but didn't import the body of the posts, just titles. Probably because of the old version of Wordpress I was using - which is why I didn't have an export button in the first place.
The second thing I tried was this:
It took a bit of hacking, but it worked finally. So I have all my blog entries going back to 2005.