Thunar 1.5.1 has been released and it brings tabs support and fixes many bugs (among them the double volume bug).
Here's how to install it using Xubuntu Developers PPA.
Note for Xubuntu 12.04 users: the Xfce 4.10 PPA is required and adding it will upgrade Xfce 4.8 to 4.10.
Open a terminal window and run (tested in 12.04 and 12.10) :
if [ $(lsb_release -r -s) == "12.04" ]; then sudo add-apt-repository ppa:xubuntu-dev/xfce-4.10 -y; fi && sudo add-apt-repository ppa:xubuntu-dev/xfce-4.12 -y && sudo apt-get update && sudo apt-get dist-upgrade -y
Finally, log out/log in.
Thunar can be accessed via Applications Menu > Accessories > File Manager or typing the following command: