To set the focus window, you call the IDirectDraw4::SetCooperativeLevel method for each of the DirectDraw objects. You pass in a window handle (normally the application window handle) and set the DDSCL_SETFOCUSWINDOW flag, as in the following example:
/* It is presumed that lpDD is a valid IDirectDraw interface pointer,
and that hWnd is a valid window handle. */
HRESULT ddrval = lpDD->SetCooperativeLevel( hWnd,
DDSCL_SETFOCUSWINDOW );
The focus window must be the same for all devices.