Other mistake: In the scene where they surprise Big Momma for her birthday, Nolan takes the gun from Malcolm (he says give it to me, you ain't supposed to have that, etc. then says I'm gonna go secure the perimeter when he gets the gun) . They show the gun and their hands up close. It is loaded, the safety is off, it is cocked and Malcolm has his finger on the trigger. Nolan is pressing Malcolm's fingers. If he had really been fighting for the gun the way it seems, the gun would have gone off.
Revealing mistake: Near the end of the movie, when Malcolm's partner pulls out his gun and Lester shoots him, the bullet hole in the wall appears before the bullet wound in Paul Giamatti's arm.
Answer: He tried opening the window, but it was stuck. He could also not have gotten through the window without making noise and being discovered. He just wanted to get out of the room without being seen.
raywest ★