Since I have the same problem and no one mentioned it, I am going to mention setting:
update-alternatives --install /usr/bin/gnome-www-browser gnome-www-browser conkeror
That is what is used by /usr/bin/sensible-browser, the default in:
/desktop/gnome/url_handlers/http
/desktop/gnome/url-handlers/https
/desktop/gnome/applications/browser/exec
Conkeror still doesn't show up in the default applications dialog though.
EDIT: Solved it with this .desktop file:
#!/usr/bin/env xdg-open
[Desktop Entry]
Version=1.0
Type=Application
Terminal=false
Icon=conkeror.png
Name=Conkeror
Comment=Emacs like Web Browser
GenericName=Web Browser
Exec=conkeror.sh %u
Categories=GNOME;GTK;Network;WebBrowser;
MimeType=text/html;text/xml;application/xhtml+xml;application/xml;application/vnd.mozilla.xul+xml;application/rss+xml;application/rdf+xml;image/gif;image/jpeg;image/png;x-scheme-handler/http;x-scheme-handler/https;x-scheme-handler/ftp;x-scheme-handler/chrome;video/webm;
From here:
https://bugs.launchpad.net/ubuntu/natty/+source/gnome-control-center/+bug/708382/comments/4
https://bugs.launchpad.net/ubuntu/natty/+source/gnome-control-center/+bug/708382
conkerorwas already set as default. It isn't, however, what shows up in the Dash as the preferred browser. And whatever browser shows up in the Dash as the preferred browser is actually what the system seems to end up using as the preferred browser... – emacsomancer May 29 '11 at 19:27