When I click on links in a document in OpenOffice.org Writer, Firefox opens them, but I also get this alert from Writer:
OpenOffice.org could not find a web browser on your system. Please check your Desktop Preferences or install a web browser (for example, Mozilla) in the default location requested during the browser installation.
I would be checking my "Desktop Preferences" right now but I don't think IceWM gives me this. I do have the KDE Control Center (though not most of KDE) but it seems to be missing the "Component Chooser" under "KDE Components".