One ‘feature’ of XP is the ability of one application to steal the focus from another. This is the reason why your chat window looses focus when someone else buzzes you on Yahoo! messenger. [That's still ok.. Imagine playing NFS MostWanted when your antivirus alerts you that it has been updated. 
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If you find that annoying, here [Save the text as somethin.vbs and run it] is a workaround for preventing an application from stealing focus.
It didnt work for me. In my office I have a computer with a phone application installed. It has 2 monitors, with the phone application on one and other applications like excel on the other. When a call come in, if the user is using the spread sheet the application looses focus and the focus goes to the other monitor where the phone application is installed. Any solution for this?
Very helpful nigga !
Keep posting stuff like this ..