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We don't yet have file association support on linux (it's harder there than on other platforms), so I'm sorry to report you may be out of luck at the moment. One thing you might try is to see if your web browser has a set of preferred application preferences of it's own, and then set up VLC as the preferred application for audio/video files there. Then you might get VLC automatically launched after the browser launches.
In the meantime we'll have to add this to our todo list. Thanks for your interest in VUE -- we very much appreciate all feedback.