I recently purchased a used 2001 Jetta TDI, 155K miles 1 owner prior. Owner told me that unlocking the vehicle when locked (remote, door w/key, or door switch) caused all the windows to roll down. VERY ANNOYING problem. Here's what I've found out so far:
1) No aftermarket window controller installed...took the driver's side door panel off and it is all stock.
2) Replaced CCM module, problem still occurs.
3) I know the door open/close switch on both drivers/passengers side in the door lock module is faulty. The warning lights don't come on when either doors are opened, and no buzzer. I didn't think that this would have anything to do with auto-window-rolldown.
4) If car is already unlocked and windows are up, and I press the unlock on the remote, it doesn't do it. The car must go from locked to unlocked and it always rolls them all down.
My guess is that some wiring mishap that is signalling the rolldown when going from a locked state to unlocked state. I've painstakenly searched these forums for anyone else with this problem, and have found no clues so far!