WD40 may help for a little while, but I've found it doesn't last very long. That's because it's not a lubricant.
Wear, dirt/dust in the glass channels cause the windows to move more slowly, especially when going DOWN, because the glass can **** in the window channels. I had one '00 Explorer who's driver's side glass would not even go down without help.
I use Liquid Wrench brand foaming silicon spray (Walmart sells it). Using the red straw that comes with the can, put the glass down all the way as spray the glass channels from the top all the way down as far as you can reach. I do this on all my Explorers/Mountaineer once a year and it keeps the windows working smoothly again (in both directions). Try not to spray silicon on the glass, as it's hard to get off.
If you live where there's more dirt and dust you may have to spray the channels more often, but I find doing it once a year is plenty.
Oh, don't bother taking the door apart to try to grease any moving parts. It's not your problem and greasing the window mechanism will not help.