Unfortunately, we don't support Active RadPane for the whole RadDocking at this stage. We have IsSelected property for RadPane, but it affects only the selected pane in a group.
For more information, I would suggest you to refer to the following forum thread - http://www.telerik.com/community/forums/silverlight/docking/radpane-gotfocus.aspx
the Telerik team
Browse the videos here>>
to help you get started with RadControls for Silverlight