I don't currently have Firefox on my PC, but this should tell you what you need to know. It should only take a minute or so.
http://kb.mozillazine.org/Import_bookmarks
For opera you just click on bookmarks>manage bookmarks Then File>import Internet Explorer Bookmarks.
BTW, IE did recently come out with IE 7.0 to address some of the security issues. However, when I upgraded it pretty much hosed my system so I had to do a registry restore to get back on line. So if you think about that, make sure you have a little time and know how to restore your registry or you may be in for a few long hours. I may try it again when I'm bored and have a few hours to kill.