I'm not sure about the Windows version but with the Linux version you get the Netscape and Mozilla options (no opensource IE, but who cares) but you also get the file option. So if you know where windows keeps your Opera bookmarks, just point it there. Do it in XHTML and make it real clean.
Or:
1) Open Opera and Firefox
2) Go to all your Opera Bookmarked pages
3) Copy URL from Opera to FF and hit Ctrl-d
😏