This is a known issue with badly written applications such as this (where the damn menu window should be parented properly like his nag screens are). You'll not be able to embed this app properly on RR (and probably many other front-ends). What I'd suggest is the following:
1-Use this command to load the GPS app:
2-Look for the line that starts with "A" in External_GPS.skin and duplicate it, then change the A in one of the two lines to a "C"
3-Replace the "CLOSE" command in External_gps.skin to this:
4-Replace the "EXIT" command in External_gps.skin to this:
This should work for the most part, but you'll have to wait 2 seconds before clicking anything in oziexplorer and it will not enforce the embedding into RR -- which could lead to other problems down the road. I strongly suggest doing this on a standard skin FIRST (like BMV2) then you can play with it on other skins.