Hmmm, i hope this helps, i use the xfce desktop in slackware. When you select a file (for example, pdf file), use right click and then properties, you should see a legend that says "Open with" you can select what application you want to handle the pdf files. I think this should work with KDE desktop, honestly i haven't tried it. With audacious opening directories, that's kinda weird but i think it can be solved with the file association i mentioned before.
Hope this can help you.