When message box looses focus, no way to get it back

Hello!
I have this very simple, yet annoying problem.
When my program finishes reading a database, I inform the user of that fact by displaying a JOptionPane message box. But, if I switch to another program without clicking "OK" on that message box, it gets out of focus and hides behind the application.
There is no way to get to that message box afterwards, and the user cannot use the program since he hasn't clicked "OK" yet.
Any thoughts???
Thanks,
Vladimir
Simple line:
JOptionPane.showMessageDialog(null, "Data Ready" );

The focus gets lost whenever you click on any other application. But when I click back on my application, I expect the message box to be visible (to pop-up along with the application). But that doesn't happen. The main window of the application is shown, but not the message box (it is hidden somewhere behind the application(s)). And if I don't click "OK" on the message box, the main window is not editable ( I can't do anything with the main window until I click "OK" on that message box).
Basically, my question is how do I make that message box always appear first when my application gets the focus.
Vladimir

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