How to know when users clicks on another window?

Hi!
I would like to know when the user changes focus on another window.
Basically what I like to do is something like a lot of casual games implements: When you're playing in windowed mode and click on another window, your game stops.

How could I do this?

Thanks in advance!

http://blitzbasic.com/codearcs/codearcs.php?code=853 :)

Thanks a lot OJay!!!
Thank you very much! ;)


all the best!