Do you let the children play with the car keys?

By sheer coincidence I've just answered this same Golf question for someone at work.

The car's equipped with a system where a "long press" on the remote's unlock button opens the windows a bit, the idea being that on hot days you can open them on the way to the car and allow air to circulate.

They're probably not opening while you're away, but you're pressing the button for too long and opening them yourself as you approach it.

RTFM (the functionality is described in there) and play with the remote a bit to get used to how long is "unlock" and how long is "unlock and open windows". I believe that, if it annoys you, it can be disabled (RTFM again).

I'm with TC, you're pressing the unlock button accidently whilst it's in your pocket and you're within radio range of the car (which could be 100m).

I engineered this same function into 38A Range Rover, but to prevent your problem we made it so you had to unlock the car first with a momentary press and follow it (within 0.5 sec) with a longer press (of 0.5 sec or more duration). The windows would then roll all the way down. If the drivers door wasn't opened within 20 seconds the windows would wind back up and the car relock (as an added security measure). The windows had anti-trap.