Popup Window Always on Top??

Can ANYONE help me??  I have created a popup window.  The popup window appears when the "continue.jpg" button is pressed - but only if information in the form is invalid.  For example - validation says state has to = NY, if it doesn't then an alert message appears...when you click "ok" my popup window appears.  What I want to occur here is that the popup window continues to stay on top - even if the window behind is clicked on...

I have searched google for about an hour and a half - and all I can find is code that isn't relative to validation of a form.  Most has an <a href> tag - and I can't have this in my code...ANY IDEAS???

Thanks,

Melissa