sounds like some one has been playing around with the settings on the ecu that control different modes etc when the car is locked unlocked etc, using the 'vag com' software and correct leads you can connect a laptop to your car and change these settings, it seems as though some one may have set it so on the second push of the open button on the remote its programmed to open the windows to let air in on a hot summers day, great if its a hot summers day, crap if its pi55ing it down or you cars covered in snow!!!, so find some one local who has this gear to have a play and try setting it up different, there are other extras can can set also so you have a 'audible' beep on arming/disarming the locks/alarm as well as the lights, anithijacking can be switched on which locks your doors when you driving below a set speed, and a few other things to play with too!!
hopefully if you can find some one they should be able to rectify your problem, if not the 'stealership' would be able to do this but at a costly price!!!
Gaz
