It may sound funny but Microsoft still has not provided any tool to let users import bookmarks from the world’s most popular web browser – Firefox. Fortunately, there are myriad talented developers that have made the task easy.
Folks at windowsphonereview have written a detailed article explaining how to get it done. Basically you download Opera and import your bookmarks there and set up Opera Sync on it. Then, you download this app called “opera link for WP7” on your phone and access your bookmarks from there. Read the full import bookmarks to windows phone article.