To convert .sxw file to the .rml you need to use the base_report designer module of OpenERP addons. and you need to follow the below steps.

1. Open the terminal and go to the base_report_designer directory of OpenERP addons.
2. Now change the directory by cd openerp_sxw2rml
3. Run the openerp_sxw2rml.py file using python by ginving source and output rml path.

python openerp_sxw2rml.py sorce path > output path 

eg. 

python openerp_sxw2rml.py /home/mypc/workspace/openerp/addons/module/template.sxw > /home/mypc/workspace/openerp/addons/module/template.rml

make sure the sxw file is properly saved using the .sxw extension.