For assistance with importing passwords to/from other versions of Firefox see: Tip: Importing Saved Passwords During the development of Firefox 3.1/3.5 the way Firefox handles passwords was changed. Passwords are now stored in a file called signsons.sqlite. Should you choose to do a fresh install of Firefox 3.5 instead of upgrading directly from 3.0.11 or moving away from the old Firefox 2, follow these steps below to get your passwords into Firefox 3.5:

The Cookies controls are a bit hidden in Firefox 3.5. You will need to go Tools >> Options.. >> Privacy.  From there under history select from Firefox will: Use custom settings for history.