Yes it is possible. If you don't have Dolphin on your system already, open a terminal and type:
sudo apt-get install dolphin
Dolphin should appear in your menu after a few min. If it doesn't, restart x or reboot if that is easier for you.
Go to your home folder and right click on any folder. Chose "open with" and select "other." you will get a compressed menu where you can select "Dolphin." Check the check box on this screen that says "Remember application association for this type of file" and click ok.
From now on you should get a dolphin screen when you click on a folder.
Insanity: Doing the same thing over and over and each time expecting a different result.
Democracy is 2 wolves and a lamb voting on the menu. Liberty is an armed lamb protesting the electoral outcome. A Republic negates the need for an armed protest.