Someone asked Paul Biba over at Teleread if anyone knew how to convert to XPS from a PDF file. I figured out how to do it, and it's actually pretty simple. (I might despise the format, app, and DRM, but if someone wants to use it I will try to find the information they need.)
If you have a PC running Vista, Win7, or WinXP with SP2, then you should already be able to make an XPS file. There should already be a printer driver on your computer that will let you "print" a document into the XPS format.
I did it from Open Office, and the same printer driver should work with everything. You'll need to open the Print menu, and scroll down until you see something like "Microsoft XPS". Select that as your printer.
BTW, I'm pretty sure that this printer driver is installed at the same time as Blio. If you don't see that option, then you'll need to download it here. The usual warnings apply.
P.S. If you want to do this on OSX, sorry but I don't have a Mac to test it on. But I can direct you to this page. It might work for you and it's at least a step in the right direction.