In firefox go to Bookmarks>Manage Bookmraks ...
Then in the Bookmarks Manager click file>Export -----> this will save your firefox bookmark as .HTML file ...

Move on to IE, click file> IMport and Export Wizard>Click Import Favorit then next ... in the next screen select Import from file or address then specify the location of the previously saved bookmark {.HTML} ... then you will find the links there again .. i think this works nicely ...

cheers