Edit: I fixed it.
Do you mind sharing what you've done to "fix it"?
Ah, yes of course.
Basically I've got my event checker looking for the LostFocus event, which switches the 'IsFocused' bool to false. It also switched the gamestate to the pause menu and disables the pause menu's events.
Then later on in the code when I render everything I have my code see if 'IsFocused' is false; if it's false it will display 'Click window border to focus'.
When you regain focus the overlay is removed and it puts the pause menu back in order, from here you're free to continue whatever you were doing.
Not really a fix, he displays "click border to focus" with a lame rant in the lower right corner.
All in good fun