Comment 10 for bug 922264

Even simpler, update /usr/share/xubuntu/applications/defaults.list with something like that:

--- /usr/share/xubuntu/applications/defaults.list 2011-07-02 15:26:41.000000000 +0200
+++ defaults.list 2012-02-22 12:18:50.553624035 +0100
@@ -136,7 +136,7 @@ image/x-portable-pixmap=ristretto.deskto
 image/x-psd=ristretto.desktop
 image/x-xbitmap=ristretto.desktop
 image/x-xpixmap=ristretto.desktop
-inode/directory=Thunar.desktop
+inode/directory=exo-file-manager.desktop
 misc/ultravox=parole.desktop
 multipart/x-zip=file-roller.desktop
 text/abiword=abiword.desktop
@@ -173,5 +173,11 @@ video/x-ms-asf=parole.desktop
 video/x-msvideo=parole.desktop
 video/x-ms-wmv=parole.desktop
 video/x-nsv=parole.desktop
-x-directory/normal=Thunar.desktop
+x-directory/normal=exo-file-manager.desktop
+x-scheme-handler/file=exo-file-manager.desktop
+x-scheme-handler/ftp=exo-file-manager.desktop
+x-scheme-handler/http=exo-web-browser.desktop
+x-scheme-handler/https=exo-web-browser.desktop
+x-scheme-handler/mailto=exo-mail-reader.desktop
+x-scheme-handler/trash=exo-file-manager.desktop
 zz-application/zz-winassoc-xls=gnumeric.desktop

It will only affect Xubuntu sessions, and seems to work as expected here.

(exo-preferred-applications should probably be rewritten to be able to get/set x-scheme-handler/* instead of the current custom format, but that's too big and needs some discussion upstream)