I agree that keeping the window open creates too much breeze.

The window shade question has been hashed over ad nauseum, just do a search on Window Shade. Many of these threads have become quite heated between the open and close crowds, and have ultimately been locked.

For the lazy or search impaired, here is a small sample to you get started:
http://www.flyertalk.com/forum/trave...ow-shades.html
http://www.flyertalk.com/forum/unite...ow-shades.html
http://www.flyertalk.com/forum/north...ta-flight.html
http://www.flyertalk.com/forum/trave...ing-movie.html
http://www.flyertalk.com/forum/trave...dow-shade.html
http://www.flyertalk.com/forum/trave...-question.html
http://www.flyertalk.com/forum/trave...dow-shade.html
http://www.flyertalk.com/forum/ameri...satlantic.html
http://www.flyertalk.com/forum/trave...ul-flight.html
http://www.flyertalk.com/forum/ameri...ow-shades.html
http://www.flyertalk.com/forum/ameri...dow-shade.html