Moving WordPress Site

I currently have a blog (http://www.hikingsaltlake.com) hosted at wordpress.com. It’s starting to see some traffic and I’d like to run a few ads.

So I am looking at moving from wordpress.com to my own server. No problem getting wordpress set up on my own server, but I’d like to transfer my existing content.

Unfortunately, while the wordpress.com site has an Export feature, I can see it doesn’t include everything. Most notably missing is the images that are an important part of my blog.

Does anyone know how to successfully transfer the content of a wordpress.com blog to their own server?