I've never had that happen before on a new car. I had that happen on my eagle talon and it turned out there were rubber inserts in the tracks that guide the window along the track, below the window frame. When the window went down they would slide down with the window, they weren't suppose to move, but when i put the window up they were try to slide up back into place with the window. I just replace the rubber inserst with new ones and that fixed my problem.
Don't know if it's the same for your car.