At Gnomedex, I had a chance to talk with Jeff Barr of Syndic8, and one of the things we discussed was enabling OPML listings for any Syndic8 category.
I'm happy to report that while I was away last week, Jeff was hard at work developing this feature. Now each category - and subcategory - at Syndic8 has its own OPML file. If you visit Syndic8's DMOZ category list, you'll find OPML links beneath each category. Just right-click on any OPML link, choose "Copy Shortcut," then press Shift+Ctrl+N to display the new channel group dialog. From there you can create a new FeedDemon group from the OPML file.
Tip: Many of the top-level categories are empty, so you'll need to either drill down to a specific sub-category or use the "OPML - This Category and Child Categories" link to avoid getting a blank OPML.