Fencer: I wrote a script to transform the move list into an SGF file. It needs a few twists, but as I don't use it often, I haven't twisted it. You can see the PHP source or use it to convert any public game to SGF by going to http://hexkid.info/BK/ParseGame.php?g=##### where ##### is the game number.
I've also integrated this functionality into BrainKing itself with the help of a Greasemonkey script, accessible at the user scripting fellowship :)