Whenever my MacBook Pro wakes up after sleeping, Finder is the active program, not the one that was active when it went to sleep. Any way to change that?

I've got a brand new 13" MacBook Pro with Retina Display, running Mountain Lion (10.8.4). Whenever I put it to sleep (whether by closing the lid or from hitting the power button and selecting "Sleep"), when I wake it back up Finder is the active program, not whatever else was when I put it to sleep. There must be a way to change that.

For example, if I have my browser open and active when I put my computer to sleep, then when I wake it up my browser is still on the screen so I will often try to ctrl-tab to switch tabs or something, only to have nothing happen... and then I realize that, as always, Finder is the active program so I have to cmd-tab back to activate my browser. Does that make sense?

Anyway, it's obviously not the end of the world, but it's annoying, and it would be nice if it could be fixed. Any suggestions? Does anyone else have this problem? Thanks!