I get asked a lot if it is possible to copy the Favorites from Books Online to another Favorites folder on another computer. The answer is yes!
The Help Favorites are stored by default in:
C:\Documents and Settings\username\Application Data\Microsoft\Microsoft SQL Server\90\Tools\Shell\VS Help Data\Favorites.xml.
Just copy this file to the equivalent location on another machine. Note: This will overwrite Help Favorites on the second machine. You could combine Help Favorites by opening both files and copying the source from one file to another in a logical way that follows the XML schema.
Help Favorites for Business Intelligence Development Studio and Visual Studio are stored in:
C:\Documents and Settings\usernameApplication
Data\Microsoft\VisualStudio\8.0\VS Help Data\Favorites.xml
The same process and warnings applies for this file.