yep mine does the same... very annoying... it will also do it with just one window down... no where for the wind escape when entering the cabin... creates a wind buffeting noise.
even my 330i does this when just the sunroof is open... at certain speeds... manufactures attempt to aid with a pop up deflector...
a common issue with most cars but the crossfire is by far... the worst i have experienced.
some insight:
http://search.yahoo.com/search?p=win....esi-group.com