So, in Windows 7, I have a directory (and subdirectories) with a bunch of links to websites. Is there an easy way to recursively go through those links and turn them into bookmarks for Firefox?
I assume you're talking about a bunch of .url files? Eg like those used in IE?
The easiest way I can think of is to export the files (and the folders they're in) from IE, and then import the resulting .htm file into Firefox.
If they're not currently in IE then copy all of the files and folders into a subfolder of c:\Users\\Favourites. If you now open your copy of IE you'll find they've been added to your favourites menu.
In IE press ALT to bring up the File menu, and select Import and export. Select 'Export to a file' and then just select the checkbox for Favourites. Select what you want to export, eg all of the favourites (selected by default), or a specific folder branch. Specify where you want to save the resulting .htm file, and if required give it a name other than the default "bookmark.htm". Click Export and the .htm file will be created, including details of the folders and which urls are in which folder.
Now in Firefox, go to Bookmarks then Show All Bookmarks to bring up the Library. Click Import and Backup, Import Bookmarks from HTML, select the .htm file you exported from IE and then click Open. All of those URL's will now be imported into Firefox, including their folder structure.