This may not work but with the shortcuts, if you right-click on one of them, click 'properties' and under the 'general' tab it will ask you what program you with to be the default to open that type of file. Choose 'firefox.exe'. The default location should be: C:\Program Files\Mozilla Firefox ('C' being your main drive). Click apply. This should work but I'm not sure how the bookmark file works exactly.
In terms of a Firefox shortcut on the desktop, find your firefox.exe again in default: C:\Program Files\Mozilla Firefox ('C' being your main drive). Right-click on the icon and choose 'send to' and select 'Desktop (create shortcut)'. Furthermore, if you wish to change this desktop icon to a start bar button at any time, you can simply drag the icon onto the start bar and it will be moved there, in the form of a button.