I haven't spent much time working with Bookdog on a Windows PC, but this should get you started...
Firefox
At least on Windows XP, Firefox bookmarks use the same format as on the Mac and are readable and probably writeable by Bookdog. To read/write Firefox bookmarks, mount the Windows computer using the Finder (⇧⌘K or menu Go > Connect). To read the Firefox bookmarks associated with a Windows user, in Bookdog click menu File > Open, then navigate to the Windows computer, then go down this path and open bookmarks.html.
C:\Documents and Settings\[Your Account Name]\Application Data\Mozilla\Firefox\Profiles\xxxxxx.default\bookmarks.html
and it should "just work". At least, it works for me. If you have trouble, verify that file location on the a Mozilla support page.
You should also be able to write the file by "saving" it, although I believe that Bookdog may save the file using Macintosh line endings, and I'm not sure how Firefox in Windows will like that.
Internet Explorer on Windows 98
Prior to Windows XP, Internet Explorer kept its bookmarks in a Favorites.html file that used the Firefox format, so if you know where to find it and are still using such some old Windows, you can use a procedure similar to that outlined above for Firefox.
Internet Explorer on Windows XP or later (Hard Way)
In Windows XP (don't know about Vista), each and every bookmark is its own separate file in a "Favorites" folder. There is no "Favorites.html" file any more. To support this, Bookdog would have to import and export a whole directory structure (because each subfolder in your bookmarks is a subfolder of "Favorites", etc.)
This is somewhere on my list of things to do.
Here's a tortured workaround for now. Bookdog (and maybe the others) can easily export your Safari bookmarks into a Firefox formatted file. (In Bookdog, use menu > File > New Empty Bookmarks Document > Choose File Format > Firefox. Migrate, copy or drag in whatever items you want, then save the new empty bookmarks document as "bookmarks.html" and copy (or save it directly) to overwrite the existing Firefox bookmarks.html as described above.
Now, there must be some piece of software on the Dark Side which will convert a Firefox bookmarks file to an XP IE "Favorites" directory. I found a
Firefox extension which looks like it will work. (Because it's an extension, you'd have to install Firefox on your XP box.) If it reacts whenever it sees a filesystem change, which it probably does, it should immediately update your IE Favorites. A possible issue is that it says it only works up to Firefox 1.5. Firefox is at 2.0 now. Freeware authors often lose interest and don't bother updating their documentation. It would probably work; I didn't have to make any changes in Bookdog when Firefox went from 1.5 to 2.0.
Internet Explorer on Windows XP or later (Easy Way)
Consider using Firefox on your Dark Side box instead of IE.