NOTE: You must have Openbox (and possibly ObConf) already installed to use this guide.
To use Openbox with XFCE, log into your normal XFCE session. Then, run these commands in a terminal:
killall xfwm4 ; openbox & exit
This command kills the XFCE window manager, runs Openbox, and closes the terminal. Now you must log out and log back in. When you go to log out, make sure you check the box that says "Save session for future login" or something like that. When you log back in, XFCE will use Openbox.
To be able to exit the session using xfce4-session, open your file ~/.config/openbox/menu.xml (if it isn't there, copy it from /etc/xdg/openbox/menu.xml). Look for the entry
<action name="exit" />
and change it for the following
Otherwise, using the "Exit" entry of the root-menu will cause Openbox to terminate its execution.
Also, if you notice scrolling the wheel to change between virtual desktops skips one or another virtual desktop (and this bothers you and would like to fix it just for mental sake), open your ~/openbox/rc.xml file and move the mouse binds with actions "DesktopPrevious" and "DesktopNext" from the context "Desktop" to the contest "Root" (you may need to define the Root context).