I did not understand your question, which windows are we talking about? could you please explain this a little more.
I have a flex application running multiple windows. I would like to show an alert which would prevent the user from doing anything in the application until the Alert is acknowledged. The mx.controls.Alert class can only be modal to a single window and not the entire application.
I have found this, I am going to give it a shot and see how it goes: http://labs.flexperiments.nl/a-real-native-alert-for-flex-air/