Actually this is in the hands of the window manager, which most of the time prevents application from stealing the focus.
Just imagine you're checking your bank account online and while you start writing your login information someone starts an 4GL program which will steal the focus, and then get your credentials.
Most of the window manager allows to configure this, for instance on Windows XP there is a registry entry for that:
http://pcsupport.about.com/od/windowsxp/ht/stealingfocus02.htmBut as you can see, default is that an application can't steal the focus.
As Reuben pointed, the way you start your application has an impact: if you are in GDC and then start an application via a shortcut, chances that the focus stays on GDC are high (if you don't show the terminal) ; if you run your 4GL application externally (i.e. from a command prompt, or from your terminal emulator), chances GDC is not allowed to get the focus are high.
This is why we're using the "flashing taskbar entry" method in addition to the "raise and set focus".