Migrate from WordPress.com to WP3.0?

What’s the best way to do this? I did an export and it doesn’t seem to have taken all the pictures that were included in the site. I have a friend who wants to move his entire site from WordPress.com to one of my WP 3.0 multi-site installs and he has a LOT of images in each of his posts — and five years of posts. I really don’t want to hand recode each of his images.