Braking and shaking is due to weak brake disk, that's an indication of changing the brake disk. However in ur case you can doubt the fitment of rear axle too, as you have changed it recently and this shaking happen after that only.
If one window you mean, then something must be broken inside the door and stuck in window rail.
if two windows are jammed, then check the fuse, relay, multi relay (if any) or some loose connection.