I'll assume you just need to manually access all your IE Favorites URLs under Linux.
Steps:
1. Mount Winblows filesystem
2. Locate Favorites folder
3. Recursively extract the URLs from the bookmark files
An example, performed as root:
# mount -t ntfs /dev/hda1 /mnt
# cd "/mnt/Documents and Settings/skorpio/Favorites"
# find . -name "*.url" -exec cat '{}' ';' | grep "^URL"
When you're done, read the man pages for find and grep to understand what the tools are doing:
$ man find
$ man grep