It appears that the firefox-kde-support package is broken right this moment. We're hoping it gets fixed in time for the Kubuntu 12.04 release. Here's the bug report: https://bugs.launchpad.net/ubuntu/+s...er/+bug/949949
However, the xdg-open workaround mentioned by cendryon is a very good solution. It may even be the best way of doing it. Here are the steps from Canonical support:
1) stop firefox
2) rm ~/.mozilla/firefox/<profile>/mimeTypes.rdf
3) start firefox
4) download a file
5) open it from the downloads menu and choose the application. Browse to /usr/bin/xdg-open. then check to remember your choice
Now both open and open containing folder should work. You can then change the preferred programs through kde's file associations settings.
It works great for me.