If you have Win XP download TweakUI from XP powertoys. This has in the option to Prevent applications from stealing focus. This will work for 85% of application pop-ups. There are still some really dumb ones that use windows ultra-high priority and circumvent this. But overall, it is nice with this turned on.
I believe it works by changing a setting in the registry.
link:
http://www.microsoft.com/windowsxp/d...powertoys.mspx