Advice #1: never ever design UI this way. From your comment (thank you very much for your clarifications), I can see that you want to close a MDI child form when a use clicks outside of it, in the area of the MDI client not occupied by children.
How can you be so hostile to your users? I would understand if you just wanted to demonstrate you mastering of some UI technique, but for real application it would be a disaster. I think it's pretty obvious why.
And my advice #2: never ever use MDI. Here is the idea: who needs MDI, ever? Why torturing yourself and scaring off your users?
Do yourself a great favor: do not use MDI at all. You can do much easier to implement design without it, with much better quality. MDI is highly discouraged even by Microsoft, in fact, Microsoft dropped it out of WPF and will hardly support it. More importantly, you will scare off all your users if you use MDI. Just don't. Please see:
http://en.wikipedia.org/wiki/Multiple_document_interface#Disadvantages,
How to Create MDI Parent Window in WPF?.
I can explain what to do instead. Please see my past answers:
How to Create MDI Parent Window in WPF?,
Question on using MDI windows in WPF,
MDIContainer giving error,
How to set child forms maximized, last childform minimized.
—SA