Depending on OS (XP or Vista) your bookmarks should be in C:\Documents and Settings\yourusername\Favorites (for XP) or C:\Users\yourusername\Favorites (for Vista)
If they are not you either deleted them somehow or moved them. Do a search for files with extension .url
That's just where Internet Explorer keeps the favourites - a .url file for each one in that folder. Firefox stores favourites in a single .HTML file or a .json file - where Overdriven said for XP. For vista:Depending on OS (XP or Vista) your bookmarks should be in C:\Documents and Settings\yourusername\Favorites (for XP) or C:\Users\yourusername\Favorites (for Vista)
If they are not you either deleted them somehow or moved them. Do a search for files with extension .url
Careful Lamp, don't rock the boat mate. You should know by now that unless you post "LULZ" "LOLS COCKS MATES" or "LOLS GAY" then you may upset some of our members of the more slanted brow variety.