I use Mala as my front end and MAME as my emulator. If I play a game, sometimes it will minimise and I will see the MALA screen as though it has been ALT+tabbed to. There is nothing of note on the Mala screen - no prompts or anything.
I have disabled windows hotkeys although I am still having the problem.
I have found a fair bit of information about Mala losing focus on MAME exit but nothing about it stealing focus.
I am on windows 7 64 bit, shelling straight into Mala