Theres a volume changer plugin for the panel available in
xfce4-extras/xfce4-mixer.
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You can move windows between workspaces by simply dragging them in the pager
applet.
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You don't like that new windows cover the panel or some other area? 
Just use the "Workspace Margins" component in the XFCE Settings Manager
customize the desktop margins.
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You can use some keyboard shortcuts to start applications. To do this,
create a directory .themes/xfwm4/custom.keys/ in your home directory,
copy your system's keythemerc (from /usr/share/xfwm4/themes/default.keys/keythemerc)
to it, edit it with your favourite text editor (look at shortcut_4_key
and shortcut_4_exec at the bottom of the file) and choose that theme in
the "Window Manager" section of the settings manager.
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There is a hidden option that allows the panel, and apps such as Gkrellm,
to be included when you switch the focus from a window to others using the
Alt+Tab shortcut.
Just edit your $HOME/.xfce4/xfwm4rc (or create an new one) and add this line:

cycle_minimum=false
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You can change the mouse menu that appears when you click the desktop
background by copying the $sysconfdir/xfce4/menu.xml file to
~/.xfce4/menu.xml and edit that.

The menu.xml file has to be in utf-8 encoding for the toolkit to be able
to display accented or other non-ASCII characters. Therefore, you need
an editor that supports utf-8, like gedit.
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The background settings dialog allows you to create a list of background
images that will be randomly used when xfdesktop starts.
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There is a notification area available for the panel or the taskbar in
xfce4-extras/xfce4-systray
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You can start xfrun4 (the application launcher dialog) with the Alt+F2
keyboard shortcut.
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To learn more about XFce 4, you can visit XFce official website : www.xfce.org
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Just run xfhelp4 to open XFce 4 manual in Mozilla.

You can change that to use your browser of choice by setting the $BROWSER
environmental variable. For instance in your ~/.bashrc put the following line:

export BROWSER="galeon -w"
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The xflock4 script is used by the panel to lock the screen using
xscreensaver if available, and falling back to xlock.

Just click on the "Lock the screen" system button of the panel,
or use the Control+Alt+Delete keyboard shortcut to execute xflock4.
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The xfterm4 script is a convenient terminal script that uses the
$TERMCMD environmental variable as terminal command if available,
and falls back to using xterm.

Especially useful in the panel where you can drag file or directories
to it that will be viewed by the appropriate console application
(less for text files, lynx for html).
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The "xfmountdev4 /dev/mountpoint" command will mount the given mountpoint
and open xffm in that location.
When you close the xffm window the filesystem will be unmounted.

Note that you can use xfstab provided with xffm for the same purpose.
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You can use the Alt+F10 keyboard shortcut to stick or unstick a window.
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In the window manager settings dialog, you can select what must be the behaviour
of the window manager when you double-click on the title bar of a window.
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You can use keyboard shortcuts to move a window to another workspace :

Alt + Control + End will move a window to the next workspace
Alt + Control + Home will move a window to the previous workspace
Alt + Control + Keypad-Number will move the current window to corresponding workspace
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The xffm file manager can be driven with the keyboard.
Have a look at XFce 4 manual to learn more about its commands.
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xfprint4 provides a graphical frontend for printing.

Just configure your printer with the xfprint-manager application, then use 
drag and drop to xfprint4 icon on the panel (or the 'xfprint4 file' command)
to print.
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Use the "Panel layer" option in the XFce Panel settings dialog to choose the panel  
behaviour relative to other windows.
The panel can be always below or above other windows, or act the same as other windows.
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xftaskbar and XFce 4 panel both offer an autohide feature.
Use it to free some space on your desktop !
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If you want to delete multiple files in the File manager in one step, you
have to press CTRL while doing right click on the last file. This will
select the last file and bring up the popup without unselecting anything
previous. You can also use the Delete key, main menu entry or toolbar
button to delete all without unselecting.
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You can switch the workspaces by using the mouse
    - and click at the pager
    - use the mouse wheel at the pager or desktop background
    - move the mouse over the workspace edge (if this is activated)
or the keyboard with
    - Alt + Control + Left or Right to step one workspace left or right
    - Control + F<Number> to jump to the workspace
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There are some shortcuts to alter your window size or position:
    - Alt + Control + Shift + Cursor moves the window around
    - Alt + Shift + Cursor alters the size of the window
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