Importing WordPress blog – server configuration?

Hello!
Sorry, you’ll have to forgive me as I am a complete tech novice.
I’ve recebtly taken the step to move my wordpress.com blog over to self hosted. I have sorted my hoast and the wordpress software (littlepinkteacup.co.uk), however when I go to open the importer to move the blog over, it tells me there is a problem with either ww.wp.xz.cn or the server configuration. I’ve tried both the wordpress import tool and to search the plug ins for an alternative and both result in this message.
As this is gone on for three days now I suspect it’s the server configuration but I really don’t understand what that means. I’ve tried googling it (the idiots answer to everything) and can’t seem to find an answer. The error message keeps directing me here so I’m hoping someone might be able to point me in the right direction for a solution?
Many thanks in advance for any time taken to read this and help!