There are some questions that are very pertinent here, including your operating system and browser. Each one handles and stored your favorites/bookmarks differently, so it's important to know what you have. Assuming Windows XP and Internet Explorer, your favorites should be listed in the directory local drive:\Documents and Settings\username\Favorites. If this is not the case, give a shout back with the details.
Hope this helps and let us know more.
I recently changed my ISP and after the installation was complete all my old favorites were deleted, please tell me that there ia a way to retrieve them.