ah ok,
you can use the Smart Import function, either in the setup wizard, or from the menus.
the easiest way, is to right-click/control-click in the cookie widow to bring up the contextual menu, and select "Smart Import..."
Cookie will choose you cookie favs for you, you should double-check them though.
Flash/Silverlight/and Databases will need to be checked manually though. You're are generally ok to just delete all of these.....
You should also make sure that on the preferences tab, you have "Treat all Browser Extensions as Favourites" checked. (so as to preserve any settings for extensions you have installed.