There is no way to do it natively in Safari 4 that I know of. You can use the
Foxmarks extension for the same result, however. Install Foxmarks in Firefox, sync, then install Foxmarks in Safari 4. When asked, choose "Keep bookmarks on the server; discard bookmarks on this computer." Now your Firefox bookmarks are in Safari 4! Plus, they stay synchronized.
Note: Foxmarks for Safari 4 only works on machines running Leopard (10.5.6).