http://bugs.winehq.org/show_bug.cgi?id=13705
--- Comment #8 from Georg Wolff boeser.wolff@web.de 2008-12-06 14:49:39 --- The option "exclusively query keyboard" can be set in TMNF. It doesnt have anything to do with wine.
I did not check, but running winecfg and setting "Allow the window manager to control the windows" might also help.