I've posted a bug about this a year ago (but sorry I can't find the post in the tickets, maybe was deleted)
And I've seen this new ticket about the same problem:
[url=http://sourceforge.net/p/smplayer/bugs/613/]613 player should get focus when new video is launched[/url]
Please, it's time to solve this annoying bug, the answer provided on that ticket (and in my older ticket) does not convince me, I'm sure that you (SMPlayer Develop Team) could fix this problem because this doesn't happens with any other video player, please, find the way to solve it.
I've recorded a video to demonstrate the bug:
...What I do is just this:
(With SMPlayer or UMPlayer closed) Open a video from explorer, by double-clicking on the video file.
Minimize the SMPlayer or UMPlayer window.
Open another video.
At this point, the associated keys for move forward/backward will not work, I need to re-minimize the SMPlayer/UMPlayer video and maximize it again.