On a windows machine, any windows machine, data should always be on some other drive than C:. You can't move explorer but you can back up bookmarks to another drive. When you reinstall windows, only the C: drive is formatted.

I'm with Foolestroop about keeping them on line. If you do, they'll probably just sell them to data miners; cheaply, too.

Or you could use firefox and put it on that other drive.