I had the same problem on my '06 3.0si. I took it in to the dealer and it was fixed within the hour. Not sure what the problem was but I've had a couple of weird electrical issues like that. Good luck!
I haven an '03 also. The windows go down a little but don't go back up automatically. I didn't even know they were supposed to??? You might refer to your owners manual. I think there's a procedure for resetting the power windows. I've just been too lazy to do it. I think it involves rolling the windows up and down, then up again and holding the window switch button for a few seconds.
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