When you create your popup window, you need to specify its owner. Owned popup windows will activate their owner when you activate them. Not specifying an owner will cause your window to get activated, which causes the change in the owner you're seeing.
Yeah I had this problem once. A quick google makes me suspect I solved this by using CreateWindowEx() and specifying WS_EX_NOACTIVATE. I have some other code that achieves the same effect by making the window with WS_EX_TOOLWINDOW rather than as a popup window, but I'm not sure of why that was done that way, my intuition would say that making it a popup window would be the way to go.