RTM (read the manual)! On p269 of my 2003 Owner's Manual it says:
Closing the quarter windows
1. Turn the ignition switch on.
2. Turn the trunk lid opener main switch (in the glove box) from the operative position to the inoperative position
(in the canceled position)
3. Push the "OPEN/CLOSE" switch on the "OPEN" side twice slowly, within 10 seconds after Step 2.
4. Hold down the same switch on the "CLOSE" side once within 10 seconds after Step 3.
The quarter windows will close.