I have a main form which is an MDI parent and a modal form, which is a progress dialog. When loading is completed, an MDI child is opened. If it cannot be completed, an error message shows up with user prompt. Problem is if user takes action, and the modal form is closed, the focus is switched to the application, which was active before my application was started. In my case it was Visual Studio 2010.
Speaking about WinForms, there is usually a mouse pointer (cursor) on top of each logical control group in the toolbox. You use it to cancel control drawing mode and go back to control selection mode (default).