Internet Explorer favorites
Internet Explorer favorites (Microsoft's name for what just about every other browser calls bookmarks) are stored under the Windows user directory in a subdirectory (folder) named Favorites (directly under the user home directory; its exact position in the hard-disk directory structure is system-specific; in Windows Vista and 7 it is \Users\username\Favorites). Within this directory is a hierarchy of subdirectories corresponding to the structure of the favorites themselves, which may be organized into folders in the browser. Each favorite item is a separate file within this structure, stored in Internet Shortcut format with a .url extension and a filename matching the title shown in the favorites list.
When you use the "export" feature in Internet Explorer to save your favorites, they are saved in Netscape bookmarks format in the filename bookmark.htm.