Theoretically .. if you can create an xml input file, you can import the data into a repository module.
I would suggest creating a repository module, setup a couple of categories and items the way you want them to be, then export the data using the Export.. function. You will end up with an .xml file. Now, if you can convert of your DMOZ data into an xml file in that format, you should then be able to create a new repository module and using the Import... function, import all your data.
Notice however that I said .. theoretically. I do not believe the import and export functions are all that widely used, so while they *should* work, I would highly suggest trying this out first in a dev or test environment after backing up first in case of a problem.