Broser switching to new window when I don't want it to

I usually have a few windows open at a time. I might open up one page (I'm on dial up) and let it download and I might be typing a message to someone or doing something else on another page.

What happens is while I'm typing on another page my browser switches to the other window as soon as it starts downloading when I don't want it to do this.

It didn't always do this but it does it now and I would like to figure out how I can get it to just stay on the page I'm on until I WANT to switch to the other page and click on it.

Jim