To open the containing folder from Iceweasel's Downloads window with the Rox filer is not as simple as selecting /usr/bin/rox under Edit -> Preferences -> Applications: file. This is because Rox needs the option -U to deal with the browser's request.
So create a new file /usr/local/bin/roxuri and copy the following into it:
make it executable for all by using Rox or by issuing the command:
then select /usr/local/bin/roxuri under Iceweasel's Edit -> Preferences -> Applications: file.
Tip - to create the file in a graphic application use
to open Geany editor as root.
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