See http://kb.mozillazine.org/Import_bookmarks

From these complicated instructions it seems that it might be simpler to build a computer from scratch. Is there not a simple way to import MSN favorites to my Firefox browser keeping in mind that not everyone with a personal computer can be considered an "internet geek or guru"???

If you can't export the MSN bookmarks to an HTML file that all other browser can import then that only leave a more complicate way to achieve that.