include the windows header.
And just get it as you whould normaly.
Dont know if there are any UE Spesific for this, but am thinking if you digg deep enofe you will find a method.
is the native way.
[HWND WINAPI GetActiveWindow(void);](http://msdn.microsoft.com/en-us/library/windows/desktop/ms646292%28v=vs.85%29.aspx)
Hope it helps.
.