Have you created a new profile? Close firefox, press ctrl+alt+delete and cancel the firefox.exe process if it's still running. Then go to start --> Run and type "firefox.exe -p" without the quotes. If that doesn't launch Profile Manager try "firefox.exe -ProfileManager". If you see any other profile apart from default, delete it. If that isn't the case, go to C:\Program Files\Mozilla Firefox\defaults\profile and see if there's a bookmarks.html and bookmarks-1.html file. If so, delete bookmarks.html and rename the other to bookmarks.html.
That doesn't make too much sense... You done a virus scan recently? Go to Start --> Search --> for files and folders and search your entire drive for bookmarks.html. If you find it, but it back in that folder. If you can't find it, in Firefox go to Bookmarks --> manage bookmarks, then file --> import, then import the one's you used to have on IE
Odd there's a bookmarks file but it's not yours... Have you got a protected recycle bin? If so, look through that. Or use system restore if you really need em. Betcha it's M$ trying to fuck up the fox