In IE: File -> Import and Export -> Next -> Export Favorites. Generated file will have *.htm extension and will look like:
Code:
<!DOCTYPE NETSCAPE-Bookmark-file-1>
<!-- This is an automatically generated file.
It will be read and overwritten.
Do Not Edit! -->
<TITLE>Bookmarks</TITLE>
<H1>Bookmarks</H1>
<DL><p>
<DT><H3 FOLDED ADD_DATE="1061216292">CAD</H3>
<DL><p>
<DT><A HREF="http://www.askinga.com/" ADD_DATE="1061216271" LAST_VISIT="1061216292" LAST_MODIFIED="1014378812">Ask Inga</A>
<DT><A HREF="http://www.bentleyuser.org/" ADD_DATE="1061216271" LAST_VISIT="1061216292" LAST_MODIFIED="1014378558">Bentleyuser.org</A>
<DT><A HREF="http://www.cadalyst.com/index.cfm" ADD_DATE="1061216271" LAST_VISIT="1061216292" LAST_MODIFIED="1014667484">CADALYST</A>
<DT><A HREF="http://www.cadenceweb.com/" ADD_DATE="1062876225" LAST_VISIT="1062876225" LAST_MODIFIED="1062876229">CADENCE</A>
...
Then simply import this file in Mozilla.