I haven’t notice when this bug occurs. When I try to click a link in Pidgin (formerly known as Gaim), Firefox window jump to active workspace. Or when I run Firefox which I set to start in workspace 2 with devilspie, it will jump to active workspace too.
After searching the web, I found a solution here. There is a hidden option available in XFCE 4.4.1 called ActivateAction. Following the solution there, I managed to keep Firefox in its workspace. Here is the solution:
<option name="Xfwm/ActivateAction" type="string" value="none"/>
One more problem solved 🙂