Your window is not properly installed. More than likely, it is off-square; meaning the person who installed it, did not check to see if all sides were level and just screwed it in without checking to see if everything works properly before fully installing it. For example: checking to see if it opens, closes and locks properly.
You need someone who knows what they are doing to re-adjust to "square the window" - that should fix your problem...hope that helps?
Nico, October 2008