Found the problem.

It was a torn steering shaft boot located on the fire wall. It look like it was a real problem to replace so I just used some HVAC aluminum tape to cover the boot. Works great, now I can roll the window down without feeling like the heater is on.

Thanks for all the support guys!!

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Norm K.
'97 E420 Sport
'06 E350 Sedan
'67 Mustang Coupe
'70 F-250
'15 VW Jetta