This shouldn't normally happen in FSX, because FSX as a specific way to allow a standard Windows dialog to always appear in front of its screen.
It WAS an issue under FS9, because FS9 didn't allow for this feature so, on some video drivers, we suggest in the manual to do the activation in Windowed mode (ALT+Enter), instead of Full Screen mode.
But, this shouldn't be an issue under FSX, unless you have some other 3rd party program that is "stealing" the focus, changing the ordering of Windows on the screen.
You can try the FS9 suggestion of doing the activation in Windowed mode even in FSX: it should work and, in case the dialog is still beneath the FSX screen, in Windowed mode it should be easier to bring it on top of it.
You can of course go back to Full screen, after the activation is completed.