From your explanation it can be determined that you configure your RadWindows not declaratively but in the code-behind (e.g. this is where you set Width, Height, Skin properties). When you do an AJAX update, your windows get updated, but your code does not get called - and the windows revert to default settings (such as using "Default" skin as well as default size).
We are not able to determine why this happens because you have provided no code, but it is very likely that the same behavior will occur with any MS AJAX or ASP.NET AJAX control (e.g. <asp:TextBox>). Please make sure that your window configuration code does indeed gets called when going through your AJAX update routines or set the window settings declaratively in your .ASCX page.
the Telerik team
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