It seems that firefox (and most GTK apps running in kde3 and kde4, such as file-roller and catfish) don't respect kde's file type associations. Instead firefox looks at:
- /usr/share/applications/defaults.list : this is, AFAICT, a static file created when you first install the system
AND
- /usr/share/applications/mimeinfo.cache : this is a dynamically changing file, it's changed when you install a new programme. So for example it will change when you install nautilus or pcmanfm in kde.
Firefox will look first at defaults.list but will give preference to mimeinfo.cache. So if the same entry (e.g. inode/directory) exists in both defaults.list and mimeinfo.cache firefox will take whatever mimeinfo.cache says.
You can manually make "Open containing folder" use your favourite programme by editing /usr/share/applications/mimeinfo.cache . Basically you need to edit the "inode/directory=" entry and put the desired application's .desktop name up front, so to use dolphin, change it to:
inode/directory=kde4-dolphin.desktop;
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