To export and import a WordPress blogroll, or links if you prefer, is actually pretty easy, seeing as WordPress already comes with everything necessary for this built in.
Your WordPress blog’s links and links categories are accessible by hitting this URL:
http://www.myblog.co.za/wp-links-opml.php
Now that you know this, importing links from one WordPress blog to another becomes trivial. Simply browse down the wp-admin menu on the left until you find the Tools -> Import menu item. Clicking on the Import menu you will be presented with a number of different import choices. Select Blogroll (import links in OPML format).
The screen presented allows you an option of inserting an OPML URL, in other words the URL we used above. After inputting the URL and clicking import, voila, you will see a list of the imported links, ready for you to play around with to your heart’s content.
Nifty.