I just updated guide for debugging pcmanfm on the wiki.
A tip not previously mentioned was added.
Before you run the programs with gdb, do this:
This can turn on additional debugging facilities built into glib itself.
export G_SLICE=debug-blocks helps debugging memory allocation errors.
If you're using some other memory checker, such as valgrind, you can do this:
This help you find out some more cryptic memory errors.
Next time, when you're debugging LXDE programs, please try to export these environment variables to get more information.
For people who don't know how to use gdb, try to use its GUI frontend, nemiver. I personally use this one and find it very handy and easy to use.