It seems that in the latest versions of xfce, performing an action on an application from a desktop where the application does not reside causes it to be brought to the active desktop.
A good example is Firefox. In xfce 4.4.1 if you have Firefox on desktop 1 and a mail client on desktop 2, and you click a link in an e-mail message on desktop 2, Firefox moves from Desktop 1 to Desktop 2 and opens the link. This should not happen, and it should behave as it did in xfce 4.2 where all applications stay on the desktops where they were left.
This is not a bug, but the intended behavior. It's been discussed several times on the ML already.
However, I realize that not everyone expect that behavior, so an hidden option has been added to xfwm4 4.4.1.
From the xfce 4.4 Changlog http://www.xfce.org/documentation/changelogs/4.4.1
"Add new hidden option to instruct xfwm4 not to bring window back on current workspace when activated (Bug #2961)."
Some hidden options allow you to customize xfwm4 behavior. They have to be added by hand to your HOME/.config/xfce4/xfwm4/xfwm4rc file. You may have to create this file.
How the window manager must react when a window raises itself. When set to "bring", the window manager to bring the window on the current workspace, "switch" will switch to the window's workspace, and "none" will simply do nothing but set the "demand attention" flag on the window.
*** This bug has been marked as a duplicate of bug 2961 ***