This may not be very apparent in many cases though, because quite a few scenes do not have anything present in the foreground; more specifically, there is nothing to see between the subject (that is in focus) and the camera lens, except for mostly invisible air. In addition, if you're using auto-focus as many of us do, very commonly the camera system will focus on the thing nearest to the lens. This is of course assuming a general setting where multiple points throughout the frame are used to determine focus.
But there are a few different ways around this so you can get that blurred foreground and I'll present a couple of ideas here. To begin with, even if you're using auto-focus, switch to a single-point mode on your camera. This will allow you to either select the spot to focus on or you could just use the center point and the tactic of focusing on the subject you want crisp by putting the center dot on the subject, holding down the shutter button half-way, then framing the scene while still holding down the shutter button half-way and only pushing the button fully when ready. Personally, I most often use this method. In addition, you can also simply switch to manual focus, which more or less ensures you get focus on whatever you want.
However, composition must be part of the picture (excuse the pun!) as you still have to ensure that an object or two lies between the lens and the subject further in the distance. This is easier said than done as of course you pretty much have to get out there to scout locations and experiment with various angles which will end with the desired result. Nonetheless, it may be worth it and foreground objects, whether sharp or blurred, could add an interesting aspect to a photograph. Below I've posted a few of my shots in which a blurry foreground element is present.