It could be a bad connection, but it's probably the electric motor that lets the window up and down. Try turning the ignition to the appropriate position and bumping the door panel with your fist while you hold the button to let it up. If this works, it's probably because the brushes or whatever inside the electric motor are going bad. One time my driver's side window wouldn't let up at all, so I took the door panel off and started trying to take the motor out to replace it. I was having a hard time getting it out, so I decided to try the button once more and the window went up! I guess all my jiggling around of the motor must have somehow restored the connection that was loose inside the motor.
Anyway, you'll probably end up replacing the motor though. They're not expensive, and the window will let up faster than you ever remember it going up before.
