Just open the 'frmresourcelist.html' file of the filemanager (/FCKeditor/editor/filemanager/browser/default/frmresourceslist.html)
and change line 66 :
var sLink = '<a href="#" onclick="OpenFile(\'' + fileUrl + '\');return false;">' ;
into :
var sLink = '<a href="#" onclick="OpenFile(\'' + top.opener.document.location.protocol + '//' + top.opener.document.location.host + fileUrl + '\');return false;">' ;
By doing this you prepend the adres to your FCKEditor to the relative path.
and change line 66 :
var sLink = '<a href="#" onclick="OpenFile(\'' + fileUrl + '\');return false;">' ;
into :
var sLink = '<a href="#" onclick="OpenFile(\'' + top.opener.document.location.protocol + '//' + top.opener.document.location.host + fileUrl + '\');return false;">' ;
By doing this you prepend the adres to your FCKEditor to the relative path.

Correction - Get absolute urls with the filem
// Build the link.
fileUrl = top.opener.FCKConfig.FullBasePath.substr(0, top.opener.FCKConfig.FullBasePath.length - top.opener.FCKConfig.BasePath.length) + fileUrl;
var sLink = '<a href="#" onclick="OpenFile(\'' + fileUrl + '\');return false;">' ;
The code I posted earlier only appends the protocol, server name, subdomain, and domain name to the relative url. So if your editor is not in your webserver root directory this won't work. the above code fetches the absolute url to your FCKeditor and appends it to the relative path of the files. Resulting in an absolute path for the files.
HOWTO - Get absolute urls with the LFO