There's been something annoying Windows (XP) does, and, though I've
tinkered with a lot of settings, I can't figure out how to get it to
stop.  Ten bucks if you can explain how to!

It's this:  when I am multi-tasking, I ask the computer to do one
thing (say, I click a hyperlink).

Then, while that's loading (internet connection is slow), I move over,
to say, Word and continue working there.

But imagine my annoyance when the webpage I requested finishes loading
and pre-empts my Word, plopping itself right in front of my face,
instead of, say, blinking at the bottom!

(This problem also goes the other way:  I could ask a Word document to
load, then go over to Mozilla while it does, but then my Mozilla page
is pre-empted by the now-loaded word document.)

It's pretty annoying.  It occurs with MS Explorer and Mozilla, and
though I have searched the settings in those programs, I've never been
able to fix this problem, so it must be in Windows' control panel
somewhere?

But I'm not so sure users can ever get control over this: after all,
the problem doesn't always happen this way.  Sometimes the
newly-loaded webpage does blink meekly at the bottom of the screen,
like I want.

Hello gnossie-ga 

Thank-you for your question.

Like you I used to be frustrated by this constant stealing of my
attention by other programs.  The solution to this problem is luckily
quite simple to solve by the installation of a small Microsoft add-on
called TweakUI.

TweakUI can be downloaded from the Microsoft website here:
http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx

After you have installed the program (by double-clicking on the file
you download and following the instructions) open the program up and
double-click on the General item in the list on the side of the
window.

You should now see an entry called "Prevent applications from stealing
focus".  Ensure this is ticked/checked to ensure that applications are
prevented from doing this and choose how you wish to be notified in
the future.

Hopefully you should now be free from being interupted in the future! 
If you have any further questions on this subject please do not
hesitate to ask for clarification and I will do my best to respond
swiftly.

Further instructions on this solution:
http://mycvs.org/archives/2004/11/16/applications-stealing-focus-on-windows-xp/
http://xphelpandsupport.mvps.org/how_do_i_prevent_applications_fr.htm

Brilliant, brilliant!  Just what I wanted.

Now why don't they just include that functionality with Windows to
begin with?  The stupid program is free!

Anyhow, thanks.

It is a pain in the derrier.  It really makes the whole "multitasking"
thing not work very well.  I have had the same experience where I am
typing in one program and another program pops up a dialog box and now
my key strokes go to the dialog box.  Often this does something I
don't want it to do.  Very annoying.

I have not found a work around uet.