I'm not sure I understand.
Do you have Favorites in IE that you want to import into your Mozilla browser Bookmarks?
If so, you can export your favorites in IE to a file, and then import the file into Mozilla. But this will most likely remove any exisiting bookmarks you have in Mozilla.
Just wondering if there is some option I can turn on somewhere in Mozilla that I can allow the small icons for each page I add to my favorites to be added to the bookmarks folder?