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Next edit your .fvwm2rc,

# Submitted by Scott Elliott <selliott at insight.rr.com>
Style "*" RandomPlacement, DumbPlacement
Style myth* NoTitle, NoHandles, Sticky, WindowListSkip, SloppyFocus,
GrabFocus, BorderWidth 0         <----- This line does what you want
Style xmame* NoTitle, NoHandles, Sticky, WindowListSkip, SloppyFocus,
GrabFocus, BorderWidth 0, StaysOnTop
Style mplayer* NoTitle, NoHandles, Sticky, WindowListSkip, SloppyFocus,
GrabFocus, BorderWidth 0