To export a blog from WordPress, do the following:

• Log into your existing WordPress blog as an Administrator.
• Click on the Site Admin link.
• From your Dashboard, click on Tools > Export and do the following:
  • Restrict Author: Choose either All Authors, or restrict an Author from being exported, if you wish.
  • Click the Download Export File button. A dialog box will appear.
  • Click the Save File option.
  • Click the OK button.
• Your WordPress blog will save itself as an xml file.

Note: These instructions are for WordPress.  If you are trying to export an existing blog that uses a different blogging application, the process is probably quite similar.  Please see any applicable help instructions for non-WordPress blogs.