Koasati, thanks for your reply, but I had already found that folder. I guess I should have been more clear. The Firefox program seems to be looking for a particular file, rather than the favorites folder itself. I would imagine that file would be the one that would migrate all my IE favorites to Firefox. I've been searching all over the Mozilla site, and I can't find anything. I guess I should post a message there. But, I figured maybe someone here would know, because a lot of people here use Firefox. Thanks.

 Found this is the Help file for Firefox.  I tried it and it worked perfectly.

About Your IE Settings

Firefox has a new feature that imports your existing settings from Internet Explorer. It will run when you first install Firefox (and is also available later through File > Import), and it attempts to import your IE Favorites, cookies, stored passwords, and a variety of other data. This saves you time customizing Firefox to fit your needs.