Ok, I got it to work. Thanks for your help.
I had to do it a little differently, for future reference if anyone else needs it.
Go into the windows firefox folder using the file browser
(/media/host/Documents and Settings/[usename]/Application Data/Mozilla/Firefox/Profiles)
Right click your profile and select "make link"
Open another browser and go to the Ubuntu firefox folder
(/home/[username]/.mozilla/firefox/) (the folder wasn't visible, so I had to type it into the file browser.
And click and drag the link from the windows folder to the ubuntu folder.
Rename the link so it is just xxxxxxx.default (the x's are different for everybody)
Exit out of firefox
Edit profiles.ini
Where it says path=xxxxxxx.default, change it to
Path=/home/[username]/.mozilla/firefox/xxxxxxxx.default
and change isrelative=1 to isrelative=0
save and open firefox.