prueba agregando los flags
Cita:
Empezado por AboutDelphi.com
MB_SYSTEMMODAL flag ensures that the user must respond to the message box before continuing work in the window identified by the hWnd parameter.
MB_TOPMOST flag specifies that the message box should be placed above all non-topmost windows and should stay above them, even when the window is deactivated.
MB_SETFOREGROUND flag ensures that the message box becomes the foreground window.
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link: http://delphi.about.com/od/windowssh...tive_modal.htm