How to show a MFC dialog without stealing focus on the other window.

Question

I have the dialog shown with ShowWindow(hWnd, SW_SHOWNOACTIVATE); But it doesn't work, the new dialog still steals the focus, why is it?

here is the some code snippets from my program, QueryWindow is the MFC dialog class linked with the dialog:

QueryWindow window;
//window.DoModal();
window.Create(QueryWindow::IDD);
window.ShowWindow(SW_SHOWNOACTIVATE);