I use XFCE4 and one annoying thing was firefox was opening Nautilus when clicking the Open Containing Folder option in the Firefox Download dialog box

The fix:

Using a Terminal open nautilus
In Nautilus right click on a "folder" object in the window of Nautilus.
Choose "Properties"
Go to the "Open With" tab
Either browse to the thunar binary in /usr/bin/thunar or Select "Open file with Thunar" and your done.
Firefox will now open Thunar instead of Nautilus

PS. Nautilus has some really really annoying behaviours (Open a new window when you double click a folder and not shut the parent grumbe) and over the years the ability to strip out unwanted options have been removed...