You have almost definitely contracted some spyware.
Start by downloading
Spybot. Follow the installation instructions to update and immunize your computer, then have it check your system.
Do you have an antivirus scanner, and is it up to date?
When the infection is dealt with, we can work on getting the bookmarks back. (Pressing ctrl-b in Firefox will pop up a bookmarks sidebar. If that doesn't work, you can try to locate the physical file by searching for "bookmark" and including hidden or system files. As Chuck mentioned, making a copy is a good idea.)