We provide support to a number of clients using TS, and I see this intermittently as well.  A bit of research shows this is a long time Windows issue:

social.technet.microsoft.com/.../pop-under-dialog-boxes-in-win-7-ultimate

Tasks open minimized or "out of focus" when connecting through Windows 2008 Terminal Server

Possible Resolution:

Note: Use extreme caution when editing the registry. If the registry is edited incorrectly, Windows may not function properly or may not run at all.  Always back up the registry before accessing it. If necessary, seek the assistance of a qualified computer technician.

Modify ForegroundLockTimeout regkey for each remote user.

1. Go to Start | Run |.

2. Type Regedit.

3. Browse to HKEY_CURRENT_USER\Control Panel\Desktop.

4. Double-click ForegroundLockTimeout.

5. Enter 0 in the Value Data field (leave as Hexadecimal).

6. Click OK and exit Registry Editor.

7. Repeat steps 1 thru 6 for each remote user session.

NOTE: You can also create a Group Policy for Remote users that modifies this key for ALL remote users. This way you won't need to log in each user one-by-one to make changes to their registry key.