WS_POPUP windows (excluding the WS_POPUPWINDOW windows) should be
closed after loosing the focus.

windows/x11drv/event.c

diff --git a/windows/x11drv/event.c b/windows/x11drv/event.c
index 4871844..7cee1ef 100644
--- a/windows/x11drv/event.c
+++ b/windows/x11drv/event.c
@@ -737,7 +737,14 @@
     if (event->detail != NotifyPointer)
         if (hWnd == GetForegroundWindow())
 	{
+            WND *pWnd = WIN_FindWndPtr(hWnd);
+
+            if( ((pWnd->dwStyle & WS_POPUP) == WS_POPUP) &&
+                ((pWnd->dwStyle & WS_POPUPWINDOW) != WS_POPUPWINDOW) )
+                SendMessageA(hWnd, WM_CLOSE, 0, 0 );
+            else
 	    SendMessageA( hWnd, WM_CANCELMODE, 0, 0 );
+            WIN_ReleaseWndPtr(pWnd);
 	    SetForegroundWindow( 0 );
 	}
 }