In some cases, windows can be improperly installed. The problem is likely either an installation problem or a defective window. You should first contact the window installer to check that the installation was performed properly. You can also check with the product manufacturer if you suspect the window is defective.
While the U.S. Department of Energy and the U.S. Environmental Protection Agency do not resolve individual consumer window complaints, the Federal Trade Commission (FTC) provides excellent guidance on resolving consumer problems PDF. Consumers can also file complaints with the FTC.