Renault have extended the warranty period for faulty window regulators (Which is normally the problem with Megane windows) to 4 years or 70,000 miles which ever is first, due to the amount of complaints received by customers.If you car is outside this period they will help towards the cost of a repair as a 'goodwill gesture'.
Try contacting your local Renault garage to have it fixed. I had the same problem and Renault have just repaired my window under this warranty.
MOL., March 2009