For many years now I have been bugged by those devilish Windows applications that steal window focus while you're working on something else, you know, like when you're writing an E-mail using Eudora after starting MS Word, and the latter suddenly jumps in front of your E-mail window without announcement.
I decided to do something about it and search for a fix. Thankfully one exists, and here it is: install Microsoft Power Toys TweakUI (if you don't have it yet). choose "General" and then "Focus", and tick the "Prevent applications from stealing focus" check box (see the figure below). Voila, no more trouble from those focus-stealing thieves!