It's not normal for cold air to infiltrate the lock rail unless the locks are not drawing the check rail together or the weatherstrip is broken or missing.

Condensation can form at the check rail and usually does. Condensation is caused by room moisture contacting cold glass surface.

Make sure the windows are locked properly and are drawing tight.
Inspect the check rail for broken or missing weatherstripping.

What brand and model are the windows?

Michael

A good window will have an interlock at the check rail. As Mike said, make sure they are locked tightly during the cold month's. All the upper end and some of the mid ranged windows should never have any issues at the locking hardware. Your getting some kind of air infiltration around your seals which is creating your moisture issue. Sometimes the brush (pile) seal slides out of the groove and out of position. You should open your windows and inspect your seal areas to make sure everything is in the right spot. Sometimes it just disappears or never gets put in. If you have any uncomfortable feelings on inspecting this. You should call on a professional to inspect them for you. Good Luck!!

Guy, is that you? New name?