You can try to recompile PCManFM , I run Lubuntu 12.04 with PCManFM 0.9.10 and these steps worked for me.
1) Open a Terminal and install the necessary packages
sudo apt-get install apt-src build-essential
2) Install the build dependencies
sudo apt-get build-dep pcmanfm
3) Create a folder to download the source code
4) Download the source
apt-src install -b pcmanfm
5) Edit the file "pcmanfm.c" in the "pcmanfm-0.9.10/src/" folder.
6) In Leafpad go to Search > Jump to... and serch for the line "421". you have to change this line *"fm_main_win_open_in_last_active(fi->path); "* for this "fm_main_win_add_win(NULL, fi->path);".
Save the changes.
7) Go to the "pcmanfm-0.9.10/" folder to build the deb packages.
8) Now you can install the deb packages.
sudo dpkg -i pcmanfm*deb
9) Finally you can logout and Login to see the changes.
NOTA: The source of this answer is in the Ubuntuforums answered by the user ogilvierothchild.
Hope this will useful.