Version:           3.0.0a5 (using KDE KDE 3.1.3)
Installed from:    Gentoo Packages
Compiler:          gcc 3.2.3 
OS:          Linux

1. Click on an IDEAl side button, for example the file selector.
2. Click the button so that the panel does not auto hide.
3. Click on the editor text box.
4. Click the same button so that the panel does auto hide.

At this point, I think the panel should hide, since it does not have the focus.  If you do stuff in the editor, the panel will stay open.  If the panel gains and loses focus itself, it will hide normally.

In addition to this, I have noticed another way to make the "Grep" panel not hide:

1. Perform a Grep search, so there is something in the panel.
1. Click on the "Grep" button to make the panel show (if it isn't already).
2. Click the button so that the panel does not auto hide.
3. Click somewhere inside the Grep panel.
4. Click the button again so that the panel does auto hide.
5. Click the editor text box.

This certainly should make the panel hide immediately, but it doesn't.

Also, the GDB panel, the Disassemble panel, the Frame Stack panel, and the Variables/Watch panel do not auto hide when there is no debugging going on:

1. Click on GDB button (and/or any of the other four)
2. Make sure that auto hide is on
3. Click on the editor text box

The panel does not hide.  But..

1. Open any panel, but not one of the four mentioned above
2. Click on the GDB button (and/or any of the other four)
3. Click on the editor text box

This will make the panel hide, even if the Panel in step 1 is on a different side of the GUI.  You can also open the other panel after the GDB panel (put step 1 between 2 and 3) to get the same effect.

In all cases, auto hide seems to work when the application loses and regains focus.