Binabik: Are you on Windows?
If you open the folder C:\Documents and Settings\YOUR_WINDOWS_NAME_HERE\Application Data\Mozilla\Firefox\Profiles\ (or some such) how many folders do you get? Should be 1! If there's more than 1 folder you may be able to fetch your bookmarks from a "old" folder to the most recent one.

Close Firefox before moving files within these folders.

hexkid: Thanks Hexkid, I will check that - but how can I prevent this from happening? I did, fortunately, copy my bookmarks a couple of days ago so I didn't lose as much, but it's still annoying...

Binabik: That ...\Firefox\Profiles was just a guess. Have a peek at Firefox Help: How To Manage Profiles :)

I don't know if your Firefox is automagically generating profiles for each new installation, and if it is I don't know why or how to stop it from doing that, sorry :(
Anyway, I thought it wouldn't hurt to see there.

hexkid: Thank you again Hexkid, I'll check it all out.

Binabik: Have a look at Mozillazine Knowledge Base: Lost bookmarks , it may give you some help also on how to find them. According to this if it is caused by the installer not properly detecting all Firefox processes, they are not lost.

Hope it helps

MadMonkey: Thank you MadMonkey, I'll do that too - I've been there and they're helpful, but it's a looooong process for a nincompoop like me...