일단 deActivate와 Activate 는 같은 어플리케이션안에서만 이벤트가 발생됩니다. 그래서 전 이런경우 메세지로 처리를 했습니다.
---------------------------------------------------------------------
선언부
---------------------------------------------------------------------
private
    { Private declarations }
    procedure Get_Active(var Msg: TMessage); message WM_ACTIVATE;
---------------------------------------------------------------------
procedure TForm1.Get_Active(var Msg: TMessage);
begin
  inherited;

  if LOWORD(Msg.wParam) = WA_INACTIVE then
    Caption := 'Inactive'
  else if LOWORD(Msg.wParam) = WA_CLICKACTIVE then
    Caption := 'ClickActive'
  else
    Caption := 'Active';
end;
---------------------------------------------------------------------
참고사항
WM_ACTIVATE  
fActive = LOWORD(wParam);           // activation flag
fMinimized = (BOOL) HIWORD(wParam); // minimized flag
hwndPrevious = (HWND) lParam;       // window handle


Parameters

fActive

Value of the low-order word of wParam. Specifies whether the window is being activated or deactivated. This parameter can be one of the following values:

Value        Meaning
WA_ACTIVE        Activated by some method other than a mouse click (for example, by a call to the SetActiveWindow function or by use of the keyboard interface to select the window).
WA_CLICKACTIVE        Activated by a mouse click.
WA_INACTIVE        Deactivated.


fMinimized

Value of the high-order word of wParam. Specifies the minimized state of the window being activated or deactivated. A nonzero value indicates the window is minimized.

hwndPrevious

Value of lParam. Identifies the window being activated or deactivated, depending on the value of the fActive parameter. If the value of fActive is WA_INACTIVE, hwndPrevious is the handle of the window being activated. If the value of fActive is WA_ACTIVE or WA_CLICKACTIVE, hwndPrevious is the handle of the window being deactivated. This handle can be NULL.



Return Values

If an application processes this message, it should return zero.

Default Action

If the window is being activated and is not minimized, the DefWindowProc function sets the keyboard focus to the window.