This is the switch in the door, there is a small black switch in the door
pillar in the locking mechanism, often the interior light will be on saying
the door is open too. If you look at it you can see it, it's quite obvious.
Simply take this off and when you unplug it the window should raise up to
the locked position automatically, as it's set to go all the way up if there
is no switch. Be careful when removing the switch from the door, as there
is a metal bracket which it bolts to.

Remove ONE bolt, there are torx bolts by the way, then rotate the switch a
little then reinsert the bolt to hold the bracket, then do the same with the
other.. Disconnect the cable (door window should go up), usually the switch
is fine, simply clean it up well and clean the contacts on the cables, then
reconnect and try pressing the switch. If the window goes up when depressed
and down when not then it's fine. Simply put back together.. Might be a
good idea to seal up the switch too with some grease to stop water getting
in.

I had the same problem with my 1996 coupe, it's common, often the switch
doesn't fail it just needs cleaning (they are about £10 anyway). Make sure
you clean it thoroughly, or it'll just start playing up again in a week or
so. I cleaned mine 3 times, as it kept re-occuring, but now it's been
months since I've had this problem.

I hope all that helps you.

Cheers

Craig