Ya it's maybe the difference between Unix desktop vs Windows that is causing the problem.
In a linux desktop enviroment you can control how the windows responds to mice and the positioning of the arrow...
Like you can have "sloppy" focus, were you just move the mouse to the window and it becomes active, or you can choose the option of having to click on the window to activate it.
Personally how I like it is to have it so that the arrow automaticly focuses on the window it is over. Then I turn the autoraise off. That way I can have a window in the forground and type in a window in the background and switch back and forth easier. In order to raise the window you have to left click on it, but other button presses (such as right click, middle clicks, and scroll buttons) let it stay in the background.
Anyways. If their is some feature you want, check out the extensions. If something annoyed you, then the likelyhood that it annoyed someone else is fairly good and they programmed a fix for it. 
Also be sure to check out mozilla, it has still a lot more options and stuff then Firefox, and may have something built into it that has the behavior fixed or is selectable.
Also check out the forums at mozilla's webpage. If you have a serious enough problem you can attract the attention of the developers themselves and they may help out or fix it for the next release or something. Normally someone familar enough with the programming will usually help out, but you have to be nice and helpfull with your information. Because most of these people do it to be nice, not because they get paid for it.
If you considure it a bug, then check out the bugtraq system were they catagorize and number bugs reported by individuals. Make sure that this issue hasn't been filed before and if you are willing to put a little extra effort into it you can make your own bug reports (their are some rules and they need certian information to be helpfull, otherwise information can be useless if they can't figure out what is going on and the exact build of your browser). 
But mostly the forums is a good place for information and to explain your problem, and they want feedback so that they can find and fix little annoying issues like mouse focus that maybe a developer normally just wouldn't notice or care much about.
For instance I had a annoying issue with Mozilla and Firebird were sometimes it would add http:// infront of a already valid 
http://www.blahblah.com/ url, thus sending me to some horrid place like http.
www.com or something. I figured they fix it over time, but it was persistant thru a couple different versions/builds. I went to the forums and tried to convince people that it was realy a problem and not me being retarded by mistyping it, and couple other people mentioned they had the problem, too. Next release, it was fixed. Now it's a non-issue.
(not garrentee'ing anything of course. Mozilla is a gigantic project and sometimes it's just not worth it to fix every little thing for everybody, since it might piss off people already use to that behavior, but it's worth mentioning.)
But if that mouse genstures extension (ever play the game Black& White? Mouse gestures allow you to navigate links, backup, refresh, open new tabs, just buy moving the mouse in a specific manner. Plus one extension allows you to do red trails when executing mouse gestures, so it's funny to see people's faces when you make a zig-zag to open links in new tabs and stuff)