Import Bookmarks from Internet Explorer incomplete

When I use the Import wizard from FF (CTRL+SHIFT+B) and want to Import bookmarks from IE they does only import "Internet Shortcut" and no other Shortcut reverenced to a Office document or so. What can I do to solve this issue? The Problem is also that when you have a "Shortcut" and you use the wizzard that he aborts the import when he comes to the shortcut. The thing is that I didn't having a complete import from all other "Internet Shortcut's".