It will stay closed when you have it covered. At least mine did... anyway, once the airplane is completely built and covered, and you have glued the door and window hinges in, the window should stay closed just from the friction with the top of the door. I usually leave my window open, though, because it just looks right. I put a small latch on the bottom of the right wing panel to hold it open, like the real J-3. Funny, but I remember thinking the same thing when I built mine a year and a half ago.

Lachlan