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Your profile manager is the first thing that opens after you install Firefox. Most people pick the "default" profile and then the browser will open. If you ever have to get the profile manager back go to Start then to Run and type in firefox -profilemanager. Remember to put the space in between the x and the -.

Profile Manager
Where your profile folder is.
Click to read more about it.

Because Firefox can have more than 1 user(you might have a 2 different people in your house, each of you wanting your own bookmarks, cookies and the way you have your toolbars set up) each user gets his or her own profile. For this reason Firefox keeps files that pertain to an individual, in a different folder than it keeps the actual program files. The Program itself is in C:\Program Files\Mozilla Firefox. The profile folder is different for different operating systems. For XP it is in C:\Documents and Settings\User Name\Application Data\Mozilla\Firefox\Profiles. It's always a name that has different numbers and letters. When you uninstall Firefox to update it to a new version or just to uninstall it if you don't like it, the uninstall will not delete your profile. So if you are having problems and you uninstall Firefox and reinstall it, if the problem was corrupted files in your profile you will still have the problem because your profile will still be there from before unless you delete it manaully. All temporary internet files(Firefox calls them cache) are kept in the profile folder along with cookies, toolbar settings, options and any other things that you customize Firefox with, like installed extensions.
If you want to do a clean install of Firefox(that's where you delete your profile along with uninstalling Firefox then reinstall) but you want to save your bookmarks, cookies and the way your toolbars are set up you copy these files from your profile folder to a safe place. Then when you have Firefox reinstalled you copy them back to your profile folder. If you don't have some of them don't worry about it just copy the ones that you do have.
bookmarks.html, cookies.txt, hostperm.1, key3.db, signon.txt, formhistory.dat and user.js

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Here's is a good Firefox Help Site