.cgi blog import?

I have been using a .cgi blog called “My Blog” (made by fuzzymonkey.net) it has an option to save posts to a flat file (.dat) or to a mysql database. i used the flat file first then switched to the database. now i want to import both parts to my new wordpress blog. i have been to the import page for wordpress but that doesnt help. how do i do this? i want all of my old content put on my new wordpress blog!