If you are rushing to get an export of your delicious bookmarks via the API, beware the functionality for exporting all posts does not appear to be working at this time. I suspect it is a Yahoo! directive (i.e. they disabled it) in order to prevent system overload.
If you want to attempt a full xml export from the command line (assuming it works in the near future), use:
curl https://YourUserName:YourPassword@api.del.icio.us/v1/posts/all > myBookMarks.xml