Manually moving my blog

I am unable to use the auto-install feature at GoDaddy.com to move my wordpress.com blog to its new domain on GoDaddy. I have exported the XML file to my computer and uploaded that into the new domain at GoDaddy, but only about 15 percent of the blog appears, the iNove theme is lost, etc. Unless someone has a brilliant idea, I believe I have no choice but to try to move everything manually into the new domain.

QUESTION: How i manually transfer everything in my blog from the wordpress.com? Furthermore, now do I manually back it all up on my iMac?

Thanx.