Now, I know Dolphin/Konqueror is the manager of choice while in KDE, but I prefer Nautilus, mostly because I'm used to it.
If I launch either a pure Openbox or Gnome session, Nautilus works perfectly fine.
If I launch a KDE or KDE/Openbox session, Nautilus seems to 'forget' all the file associations for... well, pretty much everything. Thumbnail image previews and the mouse-over playing of audio files also seems to have stopped working, though these I can live without.

I looked into how Openbox handles it, and it seems to be that it launches 'Gnome services' to allow it, but I've not found exactly what those are, or how to launch them within KDE to fix Nautilus.

This is on Debian Lenny, with the KDE 4.3 repository containing the backport for Lenny enabled.

When you have Openbox running you can do a ps -e and see exactly what services are running, compare that with what was not running before to find out what Gnome services you need. If Gnome services is what is listed in the process list you may want to check the Debian package site to see exactly what those are.