I want to backup my blogs in Wordpress.com and store locally as backup.
The steps are like these:

1. Download and install the latest wordpress 3.0.1 into my notebook, do some simple configure, make http://localhost/wordpress works.
2. Goto admin screen’s Export Tool (Tools->Export) to fetch data:
   https://username.wordpress.com/wp-admin/export.php
   The ‘Export’ tool will create an XML file and save it locally.
   There is a ‘Filters’ option in the ‘Export’ screen. The Filters have several options for customizing output, such as start date, end date, which categories to backup, etc.
   Just leave alone these options, directly click the ‘Download Export File’ button, a XML format file download to local machine,
3. Import the XML file to local/wordpress. (Tools->Import)
   login to http://localhost/wordpress/wp-admin/import.php, select ‘import posts, pages, comments, custom fields, categories, and tags from a WordPress export file’.
   Then choose the XML file to import the data into local wordpress database.

It is done. With pma (phpMyAdmin), by access http://localhost/phpmyadmin/, the wordpress database’s 11 tables filled up with new data which is orignial from online blog.
By checking http://localhost/wordpress/, everything is here, exactly the same as online blog. Pretty easy and cool.