I assume you are using Ajax to create the windows. If this is so, please note that all RadWindowManager's functions like GetRadWindowManager(), radopen(), radalert(), etc. are always using the original RadWindowManager that is first rendered on the page. When you ajaxify the RadWindowManager control, it is destroyed during the Ajax call and then recreated again, however the manager's functions are still looking for the original one.
In your scenario I suggest to use the native ASP.NET AJAX $find("<%= ControlName.ClientID %>") function to get a reference to the RadWindowManager. If you still experience problems after that, please open a support ticket and send us a sample project that reproduces your setup and logic so we could examine it locally.
the Telerik team