Getting all application settings
Recently I moved from one machine to another and I wanted to get my Firefox setup the way it was before including stored passwords and extensions and not just get the bookmarks.
To do that in Windows XP you go to Documents and Settings and select your username. There is a folder called Application Data and in that there is a folder called Mozilla.
Under the Mozilla folder there is a folder for Firefox and all you have to do is copy that whole folder and replace the one in the new setup. That way you will have all your Firefox settings including stored passwords, feeds, extensions and of course bookmarks.
To only get bookmarks, all you do is go to the Bookmarks menu and select Manage Bookmarks and from the resultant dialog export the bookmarks to a file.