No, don't worry it's super easy. Just install it, start it up(it detects all your bookmarks automatically), and hit F9(Check Bookmarks). It goes through all of em, 10 at a time, and has the links' status beside each of em('OK', '404 not found', 'redirected ok' or 'redirected not found'). Then just ctrl-click on all the ones that are dead, and hit delete. Couldn't be easier.

For the purpose of just cleaning out your bookmarks, it works perfect, and that's all I needed. Plus it's freeware.