Common window managers in Un*x usually implement several focus policies. Besides the common but awful (IMHO) click-to-focus there is also a focus follows mouse mode which means that the window under the mouse pointer receives the keyboard presses. This elisp-code gives you just that for XEmacs-windows.
A former colleague of mine tends to use the mouse quite often, even when living inside XEmacs. Well, everybody to his own taste *g*. From time to time he said he'd like to have a focus-follows-mouse policy like found in decent window managers for his XEmacs windows, too. And one day I just wrote these line of code to achieve just that...
Download: mouse-focus.el
Put into your init file (.emacs or .xemacs/init.el or personal.el):
(require 'mouse-focus)
(turn-on-mouse-focus)
that's it.
This is NOT working in GNU Emacs.