BeyondPod supports both importing and exporting feeds from/to OPML files. Select Menu > More > Import and Export Feeds from the Feeds screen and pick the tab for the operation you want. All "Import" actions will present a list of feeds available to import and allow you to import feeds into a category of your choice. (You can later assign a second category to that feed using the Edit Feed menu)
Another way to import feeds is to use your Google Reader account. This way you can
add feeds with long urls without having to type them on the device. Just add the
feed to your Google Reader account and import it from BeyondPod. To import from
Google Reader select Google Reader tab
More information about Google Reader integration is available in the Google Reader Integration section.
To export all your feeds to an OPML file, Export to OPML tab. BeyondPod will export all your feeds grouped by their first category (Category 1).
More information about how to move BeyondPod to a different device can be found in this Knowledge base article.