How to control the focus system in 12.04

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http://askubuntu.com – I recently moved over from Windows, and I apologize if this is a stupid question but I read the manual, tried searching various terms, and could not find anything that helped me. I don't know how to switch focus in Ubuntu. For example when I click something to download from Firefox, and the pop up comes up asking if I want to save the file, I can't get my mouse to be active on the new window. I try clicking the top of the new window, I tried clicking on the top of the active window then the top of the new window, I pop up the dash and then put it away. I've tried Ctrl+Alt+F2 then Ctrl+Alt+F7 (HowTos)