That was a long title! Anyway, here's what I did:
1. Click on the RSS feed link for your blog. A page will come up with a bunch of XML and some kind of message at the top talking about a missing style sheet.
2. Save the page to your hard drive. (I put it on my desktop with a generic name, but you could save it with a date-specific name if you wanted this as a backup in case you needed to restore posts to your blog.)
3. Go to the import tab in your blog dashboard, and browse to and select the saved xml file.
4. Import that puppy, and you're in business.*
*The only bug I've found is that it added one day to the posting dates of my messages, so posts that were originally made on March 7th show up as March 8th. The one day addition doesn't make that much difference to me; I just wanted to keep the chronology and categories intact.
Hope this helps!
Andalee