The windows are a PITA in the cold weather.
Best thing I've found is to use a credit card or something similar to slide along the rubber seal at the bottom of the window. This normally free's the window so when you open the door the window will drop. If you can't get the window to drop you won't be able to close the door properly.
That credit card trick has been my salvation these last couple days!
The wife now hates me (no more shopping as one of the corners broke off
- I used hers, obviously) which makes me smile even more