To save your Internet Explorer Favorites please export them using the below instructions.
You will then be able to import them to the browser of your choice.
Open Internet Explorer.
Click the Star icon in the menu bar then click the downward arrow next to Add to favorites.
In the Import/Export Settings window choose Export to a file then click Next.
Make sure to check mark the Favorites box then click Next.
Highlight the Favorites folder then select Next.
Make a note of the location you are exporting the file to. This is where you will find the exported file.
If you would like it saved somewhere else on your computer, select Browse and find the location you would like it saved.
Click Export then select Finish.
For instructions on importing your saved file please see How to Import your Favorites