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As I stated on a previous thread, make sure your window glass is clean. If mine get too dirty it creates enough resistance that the valet won't close the windows.
Make sure your windows are all the way down to begin with. I had the same problem as you. What created it was I would manually bring up my drivers side window an inch or two to eliminate a rattle with my stereo on. Guess I'll need to repair the rattle. Anyway, since I reset the windows to the full down position the problem has been solved for me.