I am on 14.04 and want to set a custom application (subtitleeditor) to open xml files. This question does not apply to me: How to set default program? because not matter what I do, the default program to open xml files stays the default browser set by System setings>Details>Default applications.
If you click a link in a browser, it is the browser which decides what program to use. In Firefox, thatcan be changed on the "applications" tab in the Preferences.
Clicking a .xml file name in the Files manager or on the desktop should launch the default program. To change that, right-click on a .xml file, choose Properties, and click the "Open with" tab.