Some trouble with focus (SWING, Gui)

I build some TCP Service, on TCP request must be opened popup windows.
Here code:

     SendfaxDialog sf=new SendfaxDialog (null,true,fileName);
     sf.applyComponentOrientation(hylaFrontFrame.getInstance().getComponentOrientation());
     sf.setAlwaysOnTop(true);
     sf.setVisible(true);

SendfaxDialog is JDialog child.
It work fine, but when dialog opened, in Windows i have focus on native application...
User must click on dialog to start input.

What can i do to change it??
Dialog must be activated automatically.
I tried toFront(), requestFocus(), requestFocusWindow() - it all not help....