Use Bookmark Syncronizer if you have access to an FTP site. Back up your bookmarks.html file regularly. Hell, back up your Documents and Settings\<user> directory regularly.
he_haha - if you don't like Firefox, use Opera. There is no reason to keep using Internet Explorer, especially when there are alternatives that use mshtml such as MyIE2 and Avant Browser.
While they still use Microsoft's rendering engine (which does have bugs), they seem to be more usable (and maybe less bug-prone?) than the original Internet Explorer (but you're still not safe from exploitation of HTML code) because they have tabbed browsing, amongst other features.
Oh, and you'll have to wait until Longhorn comes out for Microsoft to do anything about Internet Explorer.
What, you thought that putting IE on every desktop actually meant that they would fix bugs regularly?