I recently came across a news article (ABC news) from the US stating that more than 7 toddlers have died due to injuries suffered by power windows. Makes me wonder about the safety fo these devices in the Indian context!?
Few tips though,
Parents should never leave children unsupervised in or near a car.
Parents should never leave the keys in a car (becasue most power windows are only activated with the key in the ignition).
Remember that the windows are powerful and potentially dangerous, with up to 80 pounds of pressure as they roll up!
For more information on car safety & kids check out http://www.kidsandcars.org (definite american bias here, but relevant tips for all)