I don't think this is possible since xanga is done through an interface that belongs to xanga...You can't change their index files or whatever (i don't know much about html).
but if you had your own webspace and own domain, and then got a brand new domain, then yes you could redirect from your old blog to new one. (again i'm not sure if this is correct or whatever)
The best you can do is make a new post in your xanga and say, "check my new blogsite <here>"