Internet Explorer 9 has a feature using which you can import bookmarks from Firefox. This feature can be accessed using the Add Favourites menu. To import bookmarks from Firefox, click the Star icon from Internet Explorer menu option (Keyboard shortcut is Alt+C) and then the drop down arrow next to Add to favourites
From the list of available menus, click the Import and export menu
This would display the following Import/Export Settings
Click the Next button and then select the browser as Firefox from which you want to import favourites and bookmarks. Click the next button to continue with the Import
This would display the following imported successfully message. Click Finish button to complete the process of copying bookmarks from Firefox.