If you want to export your Del.icio.us bookmarks and do not care about preserving your tags and notes, then you can simply export bookmarks as HTML file. You can later import this HTML file to Firefox 4. But del.icio.us bookmarks make no sense without tags and notes, because both of them are core part of the service.

Slurp is an extension for Firefox which imports Del.icio.us bookmarks without losing any data, i.e, it can import bookmarks with tags and notes to Firefox 4.  Once imported, you can then securely sync the bookmarks across all systems using the awesome Firefox Sync and you can use them on mobile. All imported bookmarks from Del.icio.us are saved inside del.icio.us folder in your bookmarks menu.

How to Import Delicious Bookmarks To Firefox 4 using Slurp:

1. Go to Slurp page: http://github.com/anantn/slurp
2. Download and extract the zip file to your computer (remember the place where you extracted)
3. Go to Firefox 4, Tools, Add-ons
4. Click on the settings icon and select Install Add-on from File…
5. Browse to the place where you extracted the zip file and select the XPI file.
6. This completes the installation of add-on.
7. Now, go to your delicious website and login.
8. The slurp dialog will prompt and ask if you wish to download your bookmarks.
9. Follow the screen and it will download your bookmarks in the background. Depending on the size of your delicious bookmarks collection, this could take a little longer than you expect.  You will know the download is complete when Delicious import screen notifies you that it is complete.
10. When it finishes, you will see your bookmarks and tags in Firefox Bookmarks.

Note:  Slurp tool works only works with Firefox 4.