James: I see you got it to work by re-downloading the program, and since you say it wasn't in applications folder, I wonder if you put it there from the download originally or not? Did you drag the icon from the downloaded prog into your applications folder? Then after you opened and it appeard in the dock, did you control-click and choose to "keep in dock?"
Re where to find former bookmarks, if others, like you, update to new OS, like you did to Tiger, if you chose to "Archive and Install," this type of installation moves existing System files to a folder name "Previous System," then installs a new copy of Mac OS X.(You have to have enough space for both old system and new system.) See info here:
http://docs.info.apple.com/article.html?artnum=301270
The bookmarks for Firefox are usually kept in this location(copy from "Previous System" to new system folder in same location as the following):
~your user home folder/Library/Application Support/Firefox/Profiles/"xxx" (copy the "xxx" folder in this location to new system folder in same location; this "xxx" real name of folder looks something like: "01v3xzx4.default"