The setting is configurable at a system-wide level. You should never ever override the user's current setting regarding this.
MS Windows Vista -- focus follows mouse (There's also a link on how to do it on XP.)
Edit: Normally, you can click a button on a form and both bring focus to the window and click it at the same time. The origins of the current setting "eating" the initial mouse click that brings focus to a window started as a fix to a bug in the Ribbon UI. The discussion is somewhere in this video: The Story of the Ribbon. Sorry I can't narrow it down more than that, but at least the video is a great insight and work watching - maybe you can send a message to Jensen Harris if you need a faster answer.
Edit 2: I just added a button to a WPF window, and I'm able to click it as long as I can see it - whether or not the window has focus.