[this is current version, not beta, on Win7.64bit]
Doesn't happen with audio playback only video. Easy to reproduce, queue up 2 videos and run notepad and start typing and watch what happens when you get to the end of the first video. Focus gets taken, not sure which Winamp component gets it thought. I played around with some options but didn't see any change (so I just resorted to writing a little app that intercepts the win32 api message and eats it :-)) This was a very common problem years back with every app trying to constantly steal focus for it's own use.
PS: Speaking of video playback, why is the background of the video viewer the same color as the skin primary? ie; Blue for the modern - and it looks stupid on the video window - and no option to change this?