The way i described is the only way to import or export your favorites via the browser.
I dont understand why you are having a hard time. Either use the method i described to export the bookmarks to a file and then transfer that file to a USB Thumb Stick or burn to a DVD with Nero or some other application, or used what i said above.
Go to the location of the Favorites and copy them directly to a USB Thumb Drive or burn them to DVD with a program.
There is no way for a browser to export to a DVD. Not even IE has that option built in. You have to export it to a file from there you can do what ever you want with it.