WM_ACTIVATE ???

>>Why did you prefer  procedure WMActivate( Var msg: TWMActivate );
>>instead of Procedure ToujoursActif(var Msg :TMessage);
>>to work only with WM_activate message ??

exactly..

ok the following is getting silly but im guesssing your using 2k or something else setforegroundwindow would be working.
its not small but is nessesary ,it came form the borland newsgroups with parts from different sources.
http://groups.google.com/groups?q=forceforegroundwindow+delphi+ray&hl=en&selm=3A62F81B.7790A088%40ia.comweb.nl&rnum=1


private
    { Private declarations }
    procedure WMActivate( Var msg: TWMActivate );
      message WM_ACTIVATE;
 public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.DFM}

function ForceForeground(AppHandle:HWND): boolean;
const
SPI_GETFOREGROUNDLOCKTIMEOUT = $2000;
SPI_SETFOREGROUNDLOCKTIMEOUT = $2001;
var
ForegroundThreadID: DWORD;
ThisThreadID      : DWORD;
timeout           : DWORD;
OSVersionInfo     : TOSVersionInfo;
Win32Platform     : Integer;
begin
if IsIconic(AppHandle) then ShowWindow(AppHandle, SW_RESTORE);
if (GetForegroundWindow = AppHandle) then Result := true else
begin
  Win32Platform := 0;
  OSVersionInfo.dwOSVersionInfoSize := SizeOf(OSVersionInfo);
  if GetVersionEx(OSVersionInfo) then Win32Platform := OSVersionInfo.dwPlatformId;

  { Windows 98/2000 doesn't want to foreground a window when some other window has keyboard focus}

  if ((Win32Platform = VER_PLATFORM_WIN32_NT) and (OSVersionInfo.dwMajorVersion > 4)) or
     ((Win32Platform = VER_PLATFORM_WIN32_WINDOWS) and ((OSVersionInfo.dwMajorVersion > 4) or
     ((OSVersionInfo.dwMajorVersion = 4) and (OSVersionInfo.dwMinorVersion > 0)))) then
  begin
    Result := false;
    ForegroundThreadID := GetWindowThreadProcessID(GetForegroundWindow,nil);
    ThisThreadID := GetWindowThreadPRocessId(AppHandle,nil);
    if AttachThreadInput(ThisThreadID, ForegroundThreadID, true) then
    begin
      BringWindowToTop(AppHandle);
      SetForegroundWindow(AppHandle);
      AttachThreadInput(ThisThreadID, ForegroundThreadID, false);
      Result := (GetForegroundWindow = AppHandle);
    end;
    if not Result then
    begin
      SystemParametersInfo(SPI_GETFOREGROUNDLOCKTIMEOUT, 0, @timeout, 0);
      SystemParametersInfo(SPI_SETFOREGROUNDLOCKTIMEOUT, 0, TObject(0), SPIF_SENDCHANGE);
      BringWindowToTop(AppHandle);
      SetForegroundWindow(AppHandle);
      SystemParametersInfo(SPI_SETFOREGROUNDLOCKTIMEOUT, 0, TObject(timeout), SPIF_SENDCHANGE);
      Result := (GetForegroundWindow = AppHandle);
      if not Result then
        begin
        ShowWindow(AppHandle,SW_HIDE);
        ShowWindow(AppHandle,SW_SHOWMINIMIZED);
        ShowWindow(AppHandle,SW_SHOWNORMAL);
        BringWindowToTop(AppHandle);
        SetForegroundWindow(AppHandle);
        end;
    end;
  end else
  begin
    BringWindowToTop(AppHandle);
    SetForegroundWindow(AppHandle);
  end;
  Result := (GetForegroundWindow = AppHandle);
end;
end;



procedure TForm1.WMActivate( Var msg: TWMActivate );
begin
  If msg.Active = WA_INACTIVE Then
ForceForeground(handle);
 inherited;
  end;


see here for details of a new win2k api allowsetforegroundwindow:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/windows_5fw7.asp