I would guess that you can run the Files and Settings Wizard to transfer
such settings. Not sure if that would move all the passwords and so on as
well, but certainly it would save and copy the favourites/bookmarks.
This isn't really an *Expression Web Designer* issue.
You could try the windows newsgroups, or forum specific to your browser.
e.g.
microsoft.public.windowsxp.general
microsoft.public.windows.vista.general
microsoft.public.internetexplorer.general