RSS Import : How to import comments?

Hi,

I have a blog at JRoller.com and I wish to move to my own hosting on WordPress. I can import my blog-posts using a RSS Feed but how do I import the comments?

Can the comments be put within each RSS “item” (I can control the way the RSS is generated)? If yes, can someone please guide me as to the RSS format WordPress expects to import the comments with blog-posts?

Thanks for your time.