just make sure that file gets saved to the cd and then when you reinstall everything copy that file back from the cd ( or flash drive which ever you use to store your backed up files & settings)

I usually save mine in my documents section - then it for sure will get copied & saved during the back up procedure.
you can drag/drop it or just make a copy and place it in the documents folder.

so after all the back ups are done and you have reinstalled windows & FF
- then when you open FF it asks if you want to import anything - say yes and select your file - find your favs or bookmarks file and click it. it should add it right back in to the program for you.
If not after you have it open go to bookmark /organize and in the same import/backup area click that and add the file in that way.

this might explain it better than I did
http://support.mozilla.com/en-US/kb/...ring-bookmarks