I also was very frustrated with this. However I might have a solution for you. The following freeware may be useful to convert the opera6.adr into IE Favorites from which you would then (should be able to) IMPORT them into Opera 10. Let me know if this works and I'll go back to 10... but it was really frustrating because of the bookmarks.
http://wareseeker.com/Network-Intern....00.zip/276826