Well, I guess it's good we didn't mega far yesterday, because we would have been redoing a hell of a lot more than we already are. Apparently, you don't caulk windows. Our handyman let us in on the secret while he was over replacing light fixtures.
You are supposed to us Window Glazing. You roll it like dough, put it around the edges and then use a putty knife at an angle to make a clean line. When Rex showed us how to do it this morning it looked so easy. Three hours later, we only have half a window done.
Edit: An hour later, the heat started making the putty too sticky to work worth, so we said "f it" and went to the pool.