There should be a file called wp-links-opml.php in your blog root.
Ah. Should have been more specific.
Got that. I was wondering if it could output an opml or xml file as well as the php.
When you load that in your browser it should give you an OPML representation of your links. It is XML. Example:
http://photomatt.net/wp-links-opml.php
My install is having issues with this
<!-- generator="wordpress/2.0.2" -->
<opml version="1.0">
<head>
<title>Links for Liberatr Presents</title>
<dateCreated>Mon, 24 Apr 2006 22:04:24 GMT</dateCreated>
</head>
<body>
<div id="error">
<p class="wpdberror">
<strong>WordPress database error:</strong>
[You have an error in your SQL syntax near 'on wp_links.link_category = wp_linkcategories.cat_id
AND wp_links.link_visible' at line 3]
<br/>
<code>
SELECT wp_links.link_url, link_rss, wp_links.link_name, wp_links.link_category, wp_linkcategories.cat_name, link_updated
FROM wp_links
JOIN wp_linkcategories on wp_links.link_category = wp_linkcategories.cat_id
AND wp_links.link_visible = 'Y'
ORDER BY wp_linkcategories.cat_name, wp_links.link_name
</code>
</div>
</body>
</opml>
