TMain = class(TForm)
...
protected
  procedure WndProc(var Message:TMessage);override;
...
end;

procedure TMain.WndProc(var Message:TMessage);
begin
case Message.Msg of
WM_NCACTIVATE: TWMNCActivate(Message).Active := True;
end;
inherited WndProc(Message);
end;

TMain = class(TForm)
protected
  FNcActive : Boolean;
protected
  procedure WndProc(var Message:TMessage);override;
...

procedure TMain.WndProc(var Message:TMessage);
begin
case Message.Msg of
WM_NCACTIVATE: TWMNCActivate(Message).Active := FNcActive;
end;
inherited ;
end;

procedure TMain.TimerHeaderTimer(Sender: TObject);
var
P : HWND;
begin
if FNcActive <> Application.Active then
begin
  FNcActive := Application.Active;
  SendMessage(Handle,WM_NCACTIVATE,NativeInt(FNcActive),0);
  if FNcActive then
  begin
    P := GetLastActivePopup(Handle);
    if P <> 0 then
      Winapi.Windows.SetFocus(P);
  end;
end;
end;

uses
  ...
  Vcl.AppEvnts;

type
  TMain = class(TForm)
    procedure FormCreate(Sender: TObject);
  protected
    FNcActive : BOOL;
  protected
    procedure ApplicationEventsMessage(var Msg: tagMSG; var Handled: Boolean);
    function ApplicationHook(var Message:TMessage):Boolean;
    procedure WndProc(var Message:TMessage);override;
...

procedure TMain.ApplicationEventsMessage(var Msg: tagMSG; var Handled: Boolean);
var
I : Integer;
W : HWND;
begin
with Application, Screen do
  case Msg.message of
  CM_ACTIVATE:
    begin
      { Setting active explicitly. }
      FNcActive := True;
      SendMessage(MainFormHandle,WM_NCACTIVATE,1,0);

      { Last active window (?) }
      W := GetLastActivePopup(Handle);

      { Modal forms need not to loose focus. }
      if ModalLevel > 0 then
        for I := 0 to FormCount-1 do
          if W = Forms[I].Handle then
             Exit;

      { Unknown original implementation. }
      if Assigned(MainForm) and MainFormOnTaskBar and not IsWindowEnabled(MainFormHandle)
         and (W <> MainFormHandle) then Winapi.Windows.SetFocus(W);

      Handled := True;
    end;
  CM_DEACTIVATE:
    begin
      { Setting inactive explicitly. }
      FNcActive := False;
      SendMessage(MainFormHandle,WM_NCACTIVATE,0,0);

       { Hiding all custom popups. }
      if ModalLevel = 0 then
        for I := 0 to FormCount-1 do
          if Forms[I].InheritsFrom(TPopup) then
             Forms[I].Hide;

      Handled := True;
    end;
  end;
end;

function TMain.ApplicationHook(var Message:TMessage):Boolean;
var
Msg : tagMSG;
begin
{ Modal message boxes support. }
case Message.Msg of
WM_ACTIVATEAPP:
  begin
    if TWMActivateApp(Message).Active then
      Msg.message := CM_ACTIVATE else
      Msg.message := CM_DEACTIVATE;
    ApplicationEventsMessage(Msg,Result);
    Result := False; //True?
  end;
CM_ACTIVATE,
CM_DEACTIVATE:
  begin
    Msg.message := Message.Msg;
    ApplicationEventsMessage(Msg,Result);
    Result := True;
  end;
else
  Result := False;
end;
end;

procedure TMain.WndProc(var Message:TMessage);
begin
case Message.Msg of
WM_NCACTIVATE:
   if not TWMNCActivate(Message).Active then //comment this line ?
     TWMNCActivate(Message).Active := FNcActive;
end;
inherited WndProc(Message);
end;

procedure FormCreate(Sender: TObject);
begin
Application.HookMainWindow(ApplicationHook);
end;

 Application.OnMessage
  Perform
  PostMessage
  DefWindowProc

procedure TMain.ApplicationEventsMessage(var Msg: tagMSG; var Handled: Boolean);
var
I : Integer;
W : HWND;
begin
with Application, Screen do
  case Msg.message of
  CM_ACTIVATE:
    begin
      { Setting active explicitly. }
      FNcActive := True;
      SendMessage(MainFormHandle,WM_NCACTIVATE,1,0);
      Handled := True;

      { Modal TForms need not to loose focus. }
      if ModalLevel > 0 then
      begin
        W := GetLastActivePopup(Handle);
        for I := 0 to FormCount-1 do
          if W = Forms.Handle then
            Exit;
      end;
    end;
  CM_DEACTIVATE:
    begin
      { Setting inactive explicitly. }
      FNcActive := False;
      SendMessage(MainFormHandle,WM_NCACTIVATE,0,0);
      Handled := True;

       { Hiding all custom popups. }
      if ModalLevel = 0 then
        for I := 0 to FormCount-1 do
          if Forms[I].InheritsFrom(TPopup) then
             Forms[I].Hide;
    end;
  end;
end;