Weird external application activation/deactivation behavior

The problem is gone since I have installed SP6 for Visual Studio 6.0.

I use Windows 2000 Pro SP4, Visual C++ 6.0 Std SP5, CVSSCC Proxy
1.2.041126, CVSNT 2.0.58a (both server and client). I actually entered this
information in the form when submitting the first message, but somehow it
was ignored.

When I select a (checked out and modified) file in the "FileView" panel of
Visual C++ and then click "Show Differences" toolbar button the diff GUI
application is started and its window becomes the foreground one. So far it
is fine. If then I close that window I expect Visual C++ window to become
foreground again. I think it is natural. But another application is
activated instead. It can be anything (Notepad, Windows Explorer, etc). Any
window that was open before clicking "Show Differences" can become
foreground, but not Visual C++ (unless it is the only window left). It is
not so much of a problem functionally, but it is very annoying that I have
to switch to Visual C++ manually each time I use "Show Differences". It
doesn't make any difference whether I use built-in "CVS Conflict Editor" or
external application (ExamDiff Pro in my case). I'm wondering if that is
the intended behavior or a bug? Or is there something wrong with my
environment?