There are different ways:

• There is a shutdown monitor program at the internet which can run any kind of program during shutdown.
  The way of saving your bookmarks differs for Netscape and IExplorer. The registry contains information about the possible locations, but additional. actions can be necessary.
  
• You are using roaming profiles which data will be transfered to your server during a shutdown action.
  
• Change the registry keys to a folder on your server (f.e. user-home folder BOOKMARKS) and change netscape PREFS.JS / LIPREFS.JS at your local workstation to the same user-home folder.
  

Greetings.