winamp and trillian (only pro, not the free version for some reason) do this to me also on windows 2000 with ckvwm whenever i use a full screen app... ive just gotten into the habit of minimizing them before i start doing stuff like that

edit: one thing i have noticed about these programs is that i use xmouse set to focus on hover (not raise), and hovering over any winamp window or trillian container windows, and possibly the buddy list window (ive never tried it, and i dont currently use it) raise on hover instead of just activate... i dont know if that helps any, but those are the only two programs i use that have done that, so i thought it might be related