Just found this out (because I uninstalled the WebRep plugin):
With WebRep installed, when you open a link in IE9 using the middle mouse button (or with a right click) to have the link open in a new IE tab, the newly opened tab will not have the focus.
In order to scroll the page with the mouse wheel, you have to click on the tab to set focus first, and sometimes you really wouldn't want to do because you might accidently click on a link...
Until today I thought this was just bad IE9 behavior, but as soon as WebRep was uninstalled, the symptom disappeared. Without WebRep the new tab gets focus immediately upon opening.
Have not checked if this is the same in FF4 / Chrome.