Those are stored in your personal settings folder, AKA your Firefox profile folder. If you are working at a command prompt, a lot of typing might be required because you need to drill down through several folders:

cd Documents and Settings
cd YourUserName
cd Application Data
cd Mozilla
cd Firefox
cd Profiles
dir

If you have more than one profile folder, look for the most recent and go into that one. For best results, copy everything in that folder out to whatever media you have.

For specifics on what file is what, see this article: Recovering important data from an old profile.

Edit: The above assumes Windows XP. If it's Windows Vista or Windows 7, the initial part of the path is (I think, can't confirm on this computer): C:\Users\YourUserName\AppData\Roaming

I have Win7. Checked C:\Users\YourUserName\AppData\Roaming . There are no above mentioned files. Any ideas? Thank you.

When you're in the Roaming folder, look for the Mozilla folder.

Which files do you see in the Firefox Profile Folder?

• %AppData%\Mozilla\Firefox\Profiles

You can do a disk check with the chkdsk.exe program.

If you run the chkdsk.exe program from a cmd.exe Command window then you can read the response from the chkdsk.exe program.

Open a cmd.exe window:
Start > Run: cmd.exe <press Enter>
At the command prompt (>) type or Copy&Paste: chkdsk.exe /f /r <press Enter> (put a space before /f and /r)
If you get something like: Would you like to schedule this volume to be checked the next time the system restarts? y/n then answer the question with "Y" and close all programs and reboot the computer.

I can see files only from Command Prompt.