MBenz,
I located the relay, and the fuse. Everything seems ok. Windows go up/down with key, but windows do not operate with door open. Anyway, I have a few questions...
What is the other white fuse next to it?
In the fuse box back there, there is REAR WINDOW LIFT, fuse # 7, what is this?
Again, Fuse # 10, FRONT WINDOW LIFT. What are these?
And one more question, this I have been curious about for a long time: Coming out of the car from right under the fuse box is a clear tube that comes out and rests on the battery, what in the hell IS this??

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2006 E350 w/ 155k miles (Daily Driver)

Previous:
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)