Based on the provided information I was not able to reproduce your issue. you can find my test page attached and here is a video from my experiment: http://screencast.com/t/INEUI0NB. Can you reproduce this issue with my page? Am I missing something? Does this issue occur only under certain browsers?
Without any more information on the matter what I can suggest at this point is to attach to the OnClientDragEnd event of the RadWindow and set the focus to the desired element by using its focus() method.
If the above does not help you resolve the situation please open a support ticket and send us a simple, runnable project that displays this behavior so we can debug it locally and pinpoint the cause.
the Telerik team