surely there is (or at least during Ubuntu's installation you can choose to import a lot of stuff, including browser bookmarks, from an existing Windows installation if it detects one). I haven't used IE for a while so I'm counting "Favourites" means the same thing as "Bookmarks". Anyway, in Firefox there's in the bookmarks menu an entry that lets you edit or organize your bookmarks. In that window (or rather in it's menu) there is a menu entry "import" -- like it says, with it you can import bookmarks from an existing installed program (I'm not sure if that finds your Explorer, so that might not work) or from a file. If Explorer is able to export the favourites/bookmarks into a file, then you could just copy that file and use Firefox's import to read it. I'm confident this is possible (because it sounds stupid if you couldn't export them into a file, for backing them up for example).