I have been struggling so much with this issue.
I was blogging through wordpress.com with a domain (bought through wordpress.com) lifewithlampnsofa.com.
I transferred the domain to Bluehost, downloaded the newest install of Wordpress.org and now have access to my wordpress.org dashboard and my domain is now showing at that site (lifewithlampnsofa.com).
I exported all my content from wordpress.com into an xml file and imported into wordpress.org. However none of my posts are showing up, all that it seemed to transfer is my media, categories and tags.
I don't know what to do and can't seem to find any threads for this issue.
I've read all of these:
http://codex.wordpress.org/Importing_Content
http://wordpress.org/support/topic/import-posts-from-wordpress-to-new-wordpress-blog?replies=8
http://wordpress.org/support/topic/auto-import-posts-from-wordpresscom-to-wordpress?replies=3
http://wordpress.org/support/topic/importing-posts-from-one-blog-to-another?replies=4
Any help is appreciated!!