You should not have any virus type files in your Bookmarks file, this is a HTML file with nothing but text links to the web sites you have saved as Bookmarks. This is a text only file saved in HTML. You can use Firefox to open and read the Bookmarks.html file and review all text links. Check over all the entries by placing your cursor over each link, then read the URL down on the Status Bar. The Status Bar will reveal the URL coding for the link. It is possible that an imported bookmark from OE contains a redirect in the URL that AVG is warning about. If you find such a link close Firefox, reopen it as a web browser and go to Bookmarks/Manager and delete the suspect Bookmark.
Michael