My folks used to bust me all the time this way. If it's colder outside than it is inside opening the window won't help since the air will be flowing in instead of out. What I found would work for me is to get a good firm throw pillow and blow your hit out into the pillow. Most of the smoke will stay trapped inside. Also, take a lot of small hits and cover up the bowl when your not hitting it so smoke doesn't get in your room that way.
The solution is to open the window at both the top and bottom, then blow your smoke out the top since the hot air from the room will be rising while cold air from the outdoors sinks in.