Well, that's odd...it shouldn't be so hard to shut the doors that it becomes troublesome...

I highly doubt that it's a lock/striker plate issue, because it would be highly unlikely for it to happen to all four doors. The wind noise could be several things...try to look in the general area for damaged rubber, or anything that looks like it could open up while underway. (ie. force of wind)

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Current cars:
2000 ML55 AMG, 174k miles
2003 C240 T-Modell, 202k miles
1995 S320, 207k Miles