That's odd. I've searched Google and BugZilla, cannot find anything on it.
What happens if you create a new bookmark in Firefox? Try creating a new one (forget about importing the fav's for now), shut down, and reload. Does that remain?
If it works when creating new ones, try importing you IE fav's then Manage Bookmarks window choose File->Export. Save it somewhere you can find it in a second. It should be an HTML file, so just double click it. Are your IE favorites listed there? If they are, then fire up FF again. Back in the Manage Bookmarks window choose File->Import, this time choose From File and select the exported HTML file you made a second ago.
All I can think of.