I have managed to import all my old posts and the comments (even though the link underneath the post seems to indicate that there is none). This was relatively simple, once I discovered Leonid Mamchenkov’s nucleus2wordpress perl script. Note that this script only works with earlier versions of wordpress (pre 2.3), since in version 2.3 the database structure has changed significantly.
I’ve also configured apache’s mod_rewrite to redirect links of my old blog format to the new one. This took some doing, since I made use of the pretty URLs offered by my old blog.
If you spot any issues / links that don’t work, please add a comment to this story to let me know. Thanks!