This has annoyed me for a while, and I still haven't found a solution. Maybe it's fixed in Office 2004:
When I open a mail message (or a few), switch to another application, and switch back to Entourage, the message window that I opened is no longer in front. Even the "Bring All To Front" menu item doesn't do anything, I have to click on the name of the window from the menu to get it back. Anyone have this problem and found a fix?