It's super easy.
First, sign up for a free trial of Sage Accounting. Once you have set up your free trial account of Sage Accounting, you can go into your Xero account and begin exporting your accounting data to a .CSV file. To do this, go to the Accounting menu, selcect "Advanced," and then click "Export accounting data".
Next, select the date range of the accounting data you'd like to export, and then click "Download" to download a .CSV file of your Xero accounting data and save it to a convenient place on your computer.
Now, you can go into Sage Accounting, and import the .CSV file there.
Sage Accounting is much easier to use than Xero, and even learns how to categorize transactions quicker automatically the more you use it.