What is meant by "windows native dialogs"? I have plain Windows 7, configured to "focus-follows-mouse". As with X, you can configure Windows, whether a window should get the focus by moving the cursor on top of it, or by moving the cursor in clicking on the Window. The main difference to X is, that is a bit cumbersome to change the configuration, and it doesn't always work reliable ... well, it's Windows, after all.
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