File associations are IMHO something of a weak point for ROX. You can do stuff like install perl-file-mimeinfo and set the default action for everything to mimeopen, but mimeopen only seems to work for stuff with .desktop files. Or you can create file associations one by one, either with the GUI or by creating a ton of tiny launcher scripts in choices/MIME-Types. Neither is really ideal.
First proposal: mailcap support. Get the default file associations from /etc/mailcap.
Second proposal: get rid of the launcher scripts. Instead have changes to the default file associations applied as changes to $HOME/.mailcap.
I don't think these changes are super-vital or anything, but I do think they'd make ROX easier to use, both for Linux beginners (who want their file managers to come with default assoications) and advanced users (who would probably prefer a single configuration file, rather than dozens of two-line scripts).