Not maintaining the "z-order" of document windows

Apologies if this has an obvious solution, but consider the following scenario:

I have several document windows open (say A, B, C, and D)

1. click on the tab for A
2. then click on the tab for D
3. then close D

note that C is now the active document window, not A, simply because C is last document window remaining in the tabs after D closes.

When document windows are coming and going quickly, losing the "z-order" is rather annoying. Visual Studio .NET maintains the z-order, as any regular MDI application would.

Thanks for any tips,
Mark