When you open a new window, the focus of the mouse should be in scroll areas to use the mouse wheel. While also previous versions of the OS have never changed the focus automatically when hovering over another window, it has put the mouse focus in new windows that pop up. This functionality is missed in a lot of dialogs in Vista and still in 7 like the Folder view properties: There it is not possible to scroll with the mouse wheel without selecting a check box.
Was posted before here: http://www.aerotaskforce.com/view/160
New windows opened by the user should always get the focus.
or: Automatically change the focus to that window under the mouse pointer.