How I finally got Conkeror to be the default browser on Ubuntu 11.10.
The beginning was this bug comment: https://bugs.launchpad.net/ubuntu/natty/+source/gnome-control-center/+bug/708382/comments/4
There was also a .desktop file entry, from an answer here http://askubuntu.com/questions/45885/how-do-i-set-a-custom-browser-as-default-in-preferred-applications by 'rakete'
So it ended up being, create this file in ~/.local/share/applications/firefox.desktop
#!/usr/bin/env xdg-open