VSTi keyboard focus on Linux?

I remember that VSTi in the Ms Windows had some choice like “enable keyboard” that would focus keyboard on VSTi. Otherwise you were still focused on renoise.
My problem is that with Linux this choice isnt here and some VSTi steal keyboard so i can not change parameters in GUI and play notes on keyboard simulatenously.

Thanks, using Xubuntu 14.04 - 64bit.