Cycle through all windows on xfce4 using alt-tab

Since I no longer use GNOME as my desktop manager, I found one setting that was bothering me a bit on xfce4. The fact that alt-tab shortcut would only cycle through the available windows of the current virtual desktop. To change this setting, do the following:

Preferences -> System Editor, then pick: xfwm4 -> general -> cycle_workspaces.

Set it to true and you are ready to go.