I'm almost ashamed to admit...for the second story living room window (in the office) well I used an old wooden baby gate...i could take it down when the window was closed and put it up when the window was open...it didn't exactly match our decor but it worked and very cheaply!
Might try that , if you are like me you are on a budget and have to plan renovation and some items like this before going out and buying them) of course I had a baby gate handy, we used to keep dogs in or out the office area at times and was given the older wooden one by a neighbor who had it from her grand-kids and no longer needed it after she saw I'd moved mine to the window...
I'm still saving for one of the new dog door sliders that has the door in the slider itself...
Sliding Glass Patio Pet Door Dog Door Cat Door - eBay (item 320596987678 end time Feb-25-11 17:32:35 PST)
Wait here's the national site for it:
http://www.petdoordesign.com