uhm. I think you use FUSE technology to mount remote host/s and surf in them with PcManFM
I suggest you sshfs-fuse package
I installed that package but it still did not work but the error message changed.
pcmanfm needs gvsf to access remote file systems, when I installed it, it could access sftp addresses.
I don't know if it requires sshfs-fuse, I will try removing it and see what happens.
Also rodent does not support sftp, there is a plugin but it is not ready yet.
mc is a very nice light file manager with numerous features. It does support ftp and other remote protocols, it is a ncurses application that runs in a console. It is mouse aware so if you run it in a gui terminal you can use the mouse with it. You can also use the mouse in the console if you run gpm.
It might be a good idea to include mc with LXDE so you don't need to add other packages to be able to work with remote files systems.