You do not need to adjust the windows, although the hardtop can only be fitted and removed with the windows down.

My car has a load of black sludge around the rubber seal at the top of the A-Pillar. I've no idea what it is, but maybe it prevents leaks.

I would try releasing the top and giving the rubber a clean and condition, remove any debris, make sure the top sits right, and then lower it again. No need to take it off the car.

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JJ Rodger
2013 G350 Bluetec
1999 SL 500
1993 E300 diesel T
1990 190