You can't export a selection of bookmarks.
You will have to export them all to an HTML file and edit that file to remove unwanted bookmarks.
Easiest is to place a copy of the bookmarks at the end Bookmarks Menu folder of the Bookmarks Manager (Library; Bookmarks > Show All Bookmarks).
There you can easily find them and paste them in another file using a text editor.

Thanks a lot for the kind reply! Yup, that is one way to solve. But I found that sometimes I use a text editor to delete some of the bookmarks, the whole bookmark file cannot be recognized by, say Google bookmark. I found that I can import the Firefox bookmark into opera to partially export some of them. Still, I think it's good for Firefox to have this function, just like Opera does.

You can do a copy in the Bookmarks Manager to copy selected bookmarks to the clipboard and paste the bookmarks in an HTML capable text editor. That should also work. In a plain text editor you will only get the URLs and not the title.

What do you mean by "HTML capable text editor"? Sorry, a little bit dummy here. I tried TextEdit, Page and Word on my Mac. None of them works.