As I have been asked how this was done I will provide a brief outline here with the links to the pages I referenced. It is not particularly straightforward and I did this with the assistance of stratman.
Haloscan has been purchased by JS-Kit. They initially offered to transfer comments to an upgradeable free account. I understand that this commenting system is integrated into Blogger which suggests comments would have been transferred back to Blogger's commenting system. This was not available until one was notified of the transfer, by which stage it was Echo commenting which was a paid system. Not too unreasonable I guess, but given they can possibly insert the comments into Blogger that would have been a nice option.
My stepsI downloaded comments from Haloscan. You should do this first, and probably do it anyway in case of future need. Comments download as an xml file which you can view in Notepad. Blogger does not recognise the comments in this particular xml format, though the comments are indexed by the blogpost code determined by Blogger.
I needed to set up WordPress blogging software. WordPress develop free blog software which is very versatile. The software needs to be uploaded to a webhoster which I don't have. They also have their software on their own webhoster conveniently (or confusingly) called Wordpress.com. This is less versatile and is insufficient for the import.
Not having a webhoster I needed to host the software on my computer by having it act as a server. I downloaded WampServer which is open source software located at SourceForge.
I installed WampServer following this guide. Although I did not create virtual hosts; the default is a single localhost. And be careful about creating a password. You probably do not need one. If you create a password the file you need to modify (config.inc.php) is not in the www\phpmyadmin\ directory that it must have been in the 2005 version of WampServer. It is currently located in the apps\phpmyadmin184.108.40.206\ directory.
WordPress downloads as a zip file. After unpacking, the files can be copied into the www/ directory. Alternatively you can follow these directions.
WordPress blogs can be viewed and modified from within a browser. It is reasonably straightforward but more details here. I went to Tools/Import and imported posts (and old, pre-Haloscan comments) directly from Blogger. You need to give WampServer/ Wordpress permission from Blogger to do this. Even with permission I got an error. Work around was to open the php.ini file and find the line
;extension=php_openssl.dllThe semicolon (;) indicates this is a comment. Decomment by removing the semicolon and save the file. Reboot WampServer and WordPress can import directly from Blogger. Alternatively you can export the file from Blogger then import to WordPress.
Next I installed a WordPress plugin to import Haloscan comments. Essentially Blogger uses unique numeric codes for blog authors and blog posts. Haloscan uses the same blogpost codes for comments. Blogger codes are lost on the import to WordPress. The plugins identify the blogpost codes and attach the Haloscan comments to the correct post. Here are the pluggins and instructions for importing the Haloscan comments. They worked fine other than adding > to the beginning of post titles and the first paragraph of the post body. Because of timeouts I set the thread identification pluggin to only grab 10 posts per time.
There is some development code to import WordPress to Blogger. It involves installing Python, and apparently does not keep the comment dates intact, so I have not used that. Thus I do not have my old comments in Blogger. I have a WordPress blog which I uploaded the posts and comments to, which will have to suffice. It is unlikely people other than me will use it. But perhaps this post may be helpful to those who use WordPress rather than Blogger.