corrected 2005-01-08 --
Sorry should not have originally named the page as copyurl.htm please see this link
or perhaps one of these links, if you see #userjs on the end at the url named in the location bar from the link.
or specifically to locate your current Firefox profile
which has been simplified in Firefox 3 as all you need to do now is
Help [Alt+H] → Troubleshooting Information... → "Open Containing Folder"