Author: Tomas Rutkauskas 

I want my application to keep focus at any time. So, if someone clicks another 
window, I want my application to retrieve back focus.

Answer:

Solve 1:

To get your application into the foreground in W98, ME, W2K and XP, instead of 
using SetForegroundWindow, try this:


1   procedure ShowMe;
2   var
3     Th1, Th2: Cardinal;
4   begin
5     Th1 := GetCurrentThreadId;
6     Th2 := GetWindowThreadProcessId(GetForegroundWindow, nil);
7     AttachThreadInput(Th2, Th1, true);
8     try
9       SetForegroundWindow(Application.Handle);
10    finally
11      AttachThreadInput(Th2, Th1, false);
12    end;
13  end;


Solve 2:

As well as the SetForegroundWindow (if you are using Win9X and not WinNT/2000), you 
could trick the system that your application is a running screensaver. In this case 
it will not loose focus, for screensavers by design maintain focus.

14  { ... }
15  var
16    old: Bool;
17  begin
18    {Make it a Screensaver}
19    SystemParametersInfo(SPI_SCREENSAVERRUNNING, Word(True), @old, 0);
20  
21  or
22  
23  {Make it not a Screensaver}
24  SystemParametersInfo(SPI_SCREENSAVERRUNNING, Word(False), @old, 0);