This isn't something you'd expect unless you've used another operating system, but I found out today how to get the focus to follow the mouse on Windows. All you have to do is fire up regedit, and in HKEY_CURRENT_USER/Desktop change the UserPreferencesMask by one bit (in my case, the first hexadecimal pair went up from 9e to 9f). Reboot, and it's done! You can actually use Windows!
And yes, Linux has spoiled me.