In Xfce (with Thunar 1.6.3) you can create a desktop shortcut for an application launcher from the menu. So far so good, but when you double-click this desktop shortcut in order to launch the application, a dialog pops up which asks you to mark the shortcut as executable first. This is needlessly confusing for beginners and rather user-unfriendly. Please remove this "paper cut" from Xfce....
This is a part of the bigger issue covered in 9934. :/ *** This bug has been marked as a duplicate of bug 9934 ***