http://bugs.winehq.org/show_bug.cgi?id=12525
--- Comment #6 from Reece Dunn msclrhd@gmail.com 2008-04-13 08:44:35 --- I am also seeing this if you select the application from the application bar in Gnome. However, if you minimize then maximize the window, it correctly gains the focus.
If I set the Graphics option in winecfg to emulate a desktop, run winefile, open the application from there and switch between them, the focus is set correctly. Also, if I tell Wine to manage the windows directly (not the Window Manager), then it works there as well.
Therefore, it looks like it is a Window Manager configuration issue, bug or the WM is otherwise behaving differently to how Wine expects it to behave.