I have noticed this bug in wine for some time, (winex has corrected it btw). It seems that new windows, child windows, and message boxes are incorrectly handled in wine, when created they are often put at the bottem of the stack of wine windows and not given focus.
This is bad expecialy in Install shield programs that bring the messages and windows up one after the other, but you cant see the others or move them because the first is covering them.
Also Keyboard focus does not seem to be working properly all the time (sometimes a window gets keyboardfocus and sometimes it doesnt) One thing I would like to point out is the fact that if you click on a window in windows it gets both keyboard and mouse focus.
A few examples of where the focus issue becomes a problem are in Cstike and Pharaoh. In Cstrike (or any HL game for that matter) if you loose focus on the main window (alt-tab or something else happens) you loose keyboardfocus, but not always mouse focus, So you endup stuck in a game with the keyboard focused on some other window (usually on a konsole so killall is the only way to get out other then changing virtual windows)
In pharaoh the problem is when a new window pops up. The keyboard does not send messages to it, and you can click on it and everything but not be able to type anything (save game window).
Now if you run games in desktop mode it will sometimes work. but I dont think that you should have to run games in desktop just to get proper focus handling.
I really would love to see this bug smushed :)