“You CAN import the links into your blogroll via the OPML file, but this will require you to update every so often. Let me keep looking for an option, but the problem isn’t you, but how the WordPress hosted sites function.
To import the blogroll using the OPML file, do the following:
1) Click on the blogroll item in the menu.
2) Click on “import links”
3) Paste the following code into the field “Specify an opml url”:
4) Click on the import opml file button.”