Currently there is no official way to import OPML files into the Notes 8 RSS reader. But with a little trick you can do that anyhow.
In the Notes RSS reader there is a function called "Subscribe to Preset Feeds" which is used to subscribe to some predefined Notes related RSS feeds. This function reads the feeds to import from a file called "presetfeeds.opml" located in "..\notes\framework\rcp\deploy\extras".
So if you export your feeds from your existing feed reader into an OPML file named "presetfeeds.opml" and save it to this folder you can then import your feeds by clicking the icon "Subscribe to Preset Feeds".
If the icon mentioned above is not displayed you first need to activate it in the Notes preferences by enabling the option "File -> Preferences -> Feeds -> Show 'Subscribe to Preset Feeds' button on the toolbar".
[Thanks to Brian D. Johnson]