What applications do Xfce users use?

[juha]

>  Another example, 
> Thunderbird doesn't react to clicking on URLs.  I'm sure that works on 
> Windows and I think Evolution/Gnome did as well. 

Check
http://www.mozilla.org/projects/thunderbird/linuxurls.html

and in addition to

user_pref("network.protocol-handler.app.http", "/path/to/the_shell_script");
add also 

user_pref("network.protocol-handler.app.https", "/path/to/the_shell_script");

/Juha