When using VSL with dual monitors, it was frustrating that (while the VE window was active) my keyboard commands woud not work for the Cubase Transport and I had to click the Cubase window every time I wanted to start or stop my sequencer.
I solved this by making one of my midi devices a remote control for Cubase. I found instructions here:
http://www.dancetech.com/article.cfm?threadid=172
Maybe this would seem obvious for advanced users but sometimes we miss the obvious.