First of all let me flatter you with saying this is the best Linux desktop I've used (used it for 10 minutes ; It got my ps3 straight out of the syrup and onto the highway (well almost).
I'm having my first problem now, talking to someone in Pidgin, when clicking links they send (any link) I get the error "Unable to open URL" . and the text;
"The 'Manual' browser command has been chosen, but no command has been set.
I'm not gonna say anything more right now to keep it short.
Have you tried
xfce menu > settings > preferred applications