How do I disable new window priority?

Every time I start a new application, it doesn't just start in the
background. while I work in another app. It always wans to get on top of the
app that I work in, which is very annoying. I always have to click on my
working app in the task bar a couple of times to get it to the front again.
Besides when another application is starting my working app becomes
non-responsive. . Is there some kind of setting I need to adjust in Admin
tools or something?
Thank you.