I got Firefox to import from IE without needing to export, actually. I could not, however, find an "organize bookmarks" option, and had to delete the old ones manually, after which I manually moved the imported ones out of a new folder labelled "From Internet Explorer." Kind of roundabout, but it worked in the end.

I find IE more convenient for one basic reason: it interacts better with Hotmail, which is my basic email provider. Other than that... well, mostly I'm just used to it, and familiarity is a greatly underrated virtue. *wry* I actually only had Firefox because that was the only browser in which I was able to sign up for Yuletide a couple years ago; now I keep it around as a backup for the once or twice a year when IE pitches a fit for some reason.