Another vote for Foxmarks! I just wish that they had a Windows version, but since I have MobileMe I only need it installed on 1 computer and all of the others sync with MM. It's great to finally be able to keep FF and Safari in sync!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).