1. export your RDM data using the 'export content' core functionality ( assuming RDM supports that, I'm not that familiar with it )
2. add one item manually to a new Repository module setup using the 'directory' template ( which looks the most like the RDM module )
3. here's the manual part ... unless you write a utility to do so ... manually edit the RDM exported file to look like the Repository exported file, making sure all the tags are named properly
4. import the newly edited file into the Repository

It's a bit of work if you do it all manually, I guess it depends on how many items you have. You could also write a small program to do the conversion, or a code generator like CodeSmith or MyGeneration could probably do the job. But  there's no existing automated conversion that I'm aware of.

to answer your last question first ... yes exporting will produce an xml file. the end goal here is to get all of the data that you want to import into the repository into that .xml file, then import it using the module action command the same way you exported it.

If the RDM module does not have the built in support for the core export/import, then you have to figure out someway, whether you do it through a sql script or custom utility to read the data from the database and dump it out, however you end up doing it, you need to get the RDM data into that repository...xml file then you can import all the data.