i think mongoose alarms have whats called a "window closure module".
if you have electric windows, it can be triggered off your door locks, and winds the windows up one at a time (otherwise it will blow a fuse or windows wind really slow)
the order they wind up is up to you... (you wire it in the order you want)
it has features like: will only work if the car ignition is in the "off" position. Override switch for when you wanna lock the car and leave the windows down.
look up mongoose alarms and give em a call... im pretty sure it was them... if not, they will direct you the right way!
mark.