Transferring your Firefox bookmarks to Internet Explorer is pretty easy. Open Explorer, click on File / Import and Export, then press Next to start the Wizard. Choose Import Favorites, then Import from a File or Address. Navigate to the folder where the Firefox bookmarks reside. On my computer, this is C:\Program Files\Mozilla Firefox\defaults\profiles. Select the bookmarks.html file and continue with the Wizard.

However, this is going to get pretty tedious. If you use both browsers on a regular basis, you could soon be importing bookmarks as a full-time job. Here are some websites that offer more convenient solutions for sharing and synchronizing for bookmarks:

AllMyFavorites
http://www.allmyfavorites.net/

Del.icio.us
http://del.icio.us/
SyncIt
http://www.2go.com.br/

Bookmarks Synchronizer
https://addons.mozilla.org/extensions/moreinfo.php?id=14