Comment 46 for bug 133133

I got this to work by following the instructions on the following links, but with a few changes.
http://rubylution.ping.de/articles/2007/09/11/open-containing-folder-in-firefox-under-linux

Open About:Config and add the following entries
network.protocol-handler.expose.file = true (Boolean)
network.protocol-handler.external.file = true (Boolean)

Notice that in the following entry I am actually telling thunar to open my downloads assigned folder.
network.protocol-handler.app.file = thunar ~/Downloads (String)

I then tested it and FF prompted me for the application to use.
I then navigated to /usr/bin/thunar hit OK and selected the check mark to remember my choice.

Hope that works for some of ya. But that got it to work for me.