Well, this is a bittersweet post... A blogging platform should allow the bloggers to make periodic backups to prevent IT failures, or rather (since in this case Intellectual Property remains on the blogger, as per Over-Blog contract), to move the posts to a different platform.
In case of Over-Blog, this tool does not exist. However, Linux users (Ubuntu...) have some command-line actions that can be used to make this backup. And, best of all, there are some Windows tools that mimic that actions.
If you have any Linux distro (Ubuntu, Fedora... )installed, you just need to create a folder where all your data will be downloaded to.
If you are using Windows, get yourself the application WinWGet, which is also available as portable application from Portableapps.com.
List of posts to download...
Next step will be to create a list of posts to be downloaded. You should create a page (in your Over-Blog account, it does not need to be visible) with a list of all required posts. If you are well organized, you had already an index, or several pages listing your categories. I know, if you do NOT have it yet, it can be a pain. But believeme, it works.