It is reasonable for someone to clothes the windows in any room in his house if having the windows open is causing a problem (letting in hot or cold air, wind, rain, snow, etc.). It is not disrespectful of him to close the windows. It is disrespectful of you to run up the heating bill. Beyond that, it is not normal for him to snoop around your room. You have an expectation of privacy -- at least some. The tough thing to do is talk to him and ask him why he's been in your room. You can also ask about paying to have a lock installed on the door -- with his permission. If you are no longer comfortable in this house, you should start looking for a new place to live.