It's handy to open all windows before entering the car in summer to let the heat out a bit before getting hit in the face with it as you enter the car.
On a side note, the windows opening automatically may indicate your key fob is dying, it can send out a false signal when it's loosing the will to live so may be worth looking at replacing it.
If you leave your keys in sight of the car it may keep doing it, suggest you put them somewhere else for now. Might be wrong but I've seen it a few times before.