I have the same thing on my 04, but have been too lazy to take the car to the dealer. They say that all Italian cars have one thing that is always wrong with them, this is the only thing wrong with mine, so I don't want to jinx the car by having this fixed and then discover a larger problem.
I have this issue on my 04 Coupe CC. On my car at least, it's actually not that the window is not rolled up enough, it's that it goes up a bit too far and rubs against the metal at the top of the door. Try letting the window down just a hair and see if that stops it. That's what I did on mine and it fixed the problem.
I also have this problem on my '04 Coupe. Must be a defect in the design. The rattle only occurs on the passenger side, so I am not as concerned because driving the car is not about the passenger. I have tried to put the window down and I still find the "creaking" sound. I have had the dealer look at the door and they did fix it for a while, but it came back. I am in the Northeast and I notice that the creaking sound is louder in cooler weather, which may refer to the extra stiffness found in the door assemply during the colder months. I am not sure if it is rubber related and would like to think that the window is just rubbing against the metal as was mentioned in the last reply. Any further comments or an absolute fix would be most appreciated.