A number of Xfce applications (Xfce Terminal and Thunar for example) support the standard GTK+ way of changing shortcuts: simply hover over the menu option with the mouse pointer and press the keyboard shortcut you want to rebind it to.
To delete a keyboard assignment, press the Backspace key while you are on the menu entry.
If the shortcut doesn't change, then you need to enable the feature in GTK+. This can be achieved in 3 ways:
xfsettingsdis running you must change the setting with the Xfce GUI, not through the