Does it sound like it is just the window rubbing on something as it goes up and down, or a mechanical sound inside the door itself? What did you lubricate the seals with?
I would try spraying some silicon lubricant along the rubber squeegee linings, and then treat the window surfaces with something slick, like Rain-X ( or just the interior surface if the '03 Boxster has the permanent water repellent treatment on the exterior glass), and see if that helps.
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