This should work, in theory:
Run application 'notepad.exe' (hidden)
Pause 3 seconds
Display window 'notepad.exe' as [Show No Activate]
If it worked, it would start the application as invisible, and after 3 seconds(to account for the startup time), show the window again, without stealing focus.
Currently, this does not work, and I have filed
a bug report.
EDIT: Sadly, it would appear there's simply no way to do this. I have the exact same issue(albeit with a different player).
What you can attempt is to switch back to the application after your player has started:
Either using
Run application 'musicplayer.exe' - wait until it starts
Display window 'mygame.exe' as [Show]
Or manually setting a delay
Run application 'musicplayer.exe'
Pause 1 second
Display window 'mygame.exe' as [Show]