I use Xfce4.2 and Xfce 4.4 on different machines. When I install OpenOffice.org, the desktop integration packages of ooo include *.desktop files where the "exec" is "soffice -writer %U" for example, where %U is the url. This option is not recognized by xfce and all the options after soffice are discarded, so the menu item starts the emply main application window instead of the Writer. It works well with Gnome though
Parameters are not currently supported.
This isn't going to happen for 4.4, and 4.6 will have a new menu implementation that will support this.