There are two ways:
1. In firefox, goto Bookmarks->Organize Bookmarks
from File->Select import->and select Opera.
2. Open Opera->Goto Bookmarks->manage Bookmarks->File->Import and Export->Export Bookmarks as HTML and save it.
Now In firefox, goto Bookmarks->Organize Bookmarks
from File->Select import->From file and select that save one from Opera
Simple
