You'll need a two headed display to reproduce this.

On one display, start MoleculeViewer (one of the applet demos). Before it
opens a window, move the mouse pointer to the other display, and leave it
over another window.

When the appletviewer window comes up, it will flash briefly on the screen,
and then disappear. The applet is still running, you just can't get at its
window.

You may need to set CDE to "click to focus", I wasn't able to reproduce this
with "point to focus".