Export Your Internet Explorer Favorites

Now that your favorites are organized, you need to export them to a special HTML file so you can put that information in the PSP.
In Internet Explorer, select the File menu, and then select Import and Export. The Import/Export Wizard appears. Click Next to start the wizard, and then click Export Favorites as the action to perform.
Click the folder containing your PSP favorites and click Next. Now choose a location to save the bookmarks file by clicking the Browse button under Export to a File or Address. I suggest saving it on your desktop or in your My Documents folder so it’s easy to find (you can throw it away when you’re done with all this). Name the file “bookmarks. html” (without the quotes, and all lowercase). Click Next when you’re done, then Finish, and Internet Explorer tells you it has successfully exported your favorites.