Description of problem: This a dupe of a bug submitted to mozilla's bugtracker. Firefox Feature 'Set as desktop background' is not working in XFCE 4.4. Maybe the developers can create a patch for this because this bug is very annoying to XFCE user
The beauty of open source is that anyone can fix the issue. Get upstream to create or accept a fix (maybe by someone who actually uses XFCE) and we'll automatically get this. But this is not something that we'll spend time on specifically for Fedora because we try to track upstream with as few patches as possible.