Well, Mozilla has a specific "Import Bookmarks" menu item; open the "Manage Bookmarks" window, and it'll show up under "Edit". I thought I remembered Firefox having something similar, but at the very least you should be able to have it open a Mozilla bookmark file (try just opening it, or you can go into the Preferences folders and replace the Firefox one with the one from your Mozilla profile--I assume they're in the same format).
As for Safari, it can import directly, but to get it to do that you have to do one of three things: Open it for the first time, in which case it takes IE's bookmarks automatically, enable the Debug menu, and tell it to reimport IE bookmarks, or there is a preference you can set to have it reimport on startup (you can delete ALL of Safari's preferences to trigger this, or look up exactly what to change in the plist file).