Check the outside of the windows to ensure nothing is blocking them, causing them to stick or disabling the crank. In addition, look for sticky substances on the slats and that they aren't frozen shut.
Lubricate the rivets in the window mechanism, where the crank is located. This portion of the window can becomes sticky, rusted or otherwise stuck and in need of lubrication. Rub sewing machine or bike chain oil onto the rivets and other elements of the window's crank mechanism -- anywhere two metal pieces rub together.
Lubricate the window's external metal apparatus, using the oil anywhere metal is rubbing together. Check specifically for rusted areas.
If the windows continues to stick, you may need to replace the jalousie window's internal mechanism. These can be bought online and in some specialized hardware stores, as well as window outlets and suppliers. Remove the glass panels nearest the crank mechanism to avoid accident. Pop off the crank mechanism from the frame -- you may need to use a screwdriver to pry it free -- and replace it with a new crank.