When you keep your finger on the unlock key all the windows open? Thats normal if it is. I am thinking whether this is a security feature only leaving the front doors unlocked?
sounds like the imobilser if you hasve to keep unlocking the doors. Perhaps the transponder is faulty? You can get a new imobiser for around £90, but get the one with the transponder inside the key, not the push in the hole one.. they are a pain