When I try to change the 'Web Browser' into a custom command, I may choose 'Run in terminal' to run my command, but when I turn it back to the predefined command without un-checking the 'Run in terminal' option, the predefined command is always executed in terminal.

I think the best solution is to allow predefined commands to select 'Run in terminal' in a gconf entry (my current understanding is that predefined commands are stored in gconf entries) or, in case if no choice is made, the 'Run in terminal' option should be disabled for predefined commands by default.