Comment 43 for bug 133133

This seems also to be a problem with Xfce.

I worked around this now with this command:
xdg-mime default Thunar-folder-handler.desktop x-directory/normal

For KDE something like that one can be used:
xdg-mime default dolphin.desktop x-directory/normal

For GNOME there seems to be a different one named x-directory/gnome-default-handler which could be set to nautilus-folder-handler.desktop.

What xdg-mime does is simply writing a line like
 x-directory/normal=dolphin.desktop
into the file ~/.local/share/applications/defaults.list.

Custom desktop files located in ~/.local/share/applications/ also work with this.

I found all this by some googling and be trial and error. Unfortunately there seems to be no documentation about this.

ArchLinux 686
Xfce 4.6.0
KDE 4.2.1
GNOME 2.24
Firefox 3.0.7 GranParadiso