**DISCLAIMER** - At this point, I am sure any warranties on 2002 Proteges are no longer valid, however, you still do this modification at your own risk. I am not responsible for any damage caused, injuries incurred, or contracts violated by performing this modification. That being said, this is a fairly easy process, with almost no risk involved, but you are solely responsible for anything that happens by following these instructions.
Oh, and this one is totally reversible if you ever do want to change it back :)
All the pictures for this mod were taken with my cellphone, so I apologize for any that aren't perfectly clear. They get the point across though.
Step 1: Remove the Car's Trim.
Remove piece number 1. This is the long piece of trim along the bottom of the doorway. Simply put your fingers under the inside edge of it, and give it a sharp pull upwards. The first time you do this it may take a bit of extra effort, but it will come off eventually. :) Sometimes it's easier to start at one end and work your way along it. Check the pictures, they explain it pretty well.
Piece number 2. Next we need to peel back some of the door's seal near the front of the car. We don't need to take it all off, just pull it up until you can toss it over the top of the open door to keep it out of the way.
Piece number 3. This is the panel that covers the fuse box. First we need to pop out the little plug that is right at the far end near the pedals. This is easily done with a flat screwdriver. Note: you need to put the screwdriver under the inner circle of the plug to pull out the center, if you just put it between the plug and the panel, it will not come off and you could break it. After the plug is out, simply grab under the panel and pop it off by pulling towards the center of the car.
Now we can see our fuse box, and are almost ready to do the real work :)
On a side note, you may see a big, thick, shiny red wire or a skinny blue wire in some of my pictures, those are for my amp/sub in the trunk, so if you don't see those in your car, don't panic :) Also, these pictures were taken after I had already modified some of the wiring in the car, so anything that I do not mention that seems out of place, don't worry about.
Step 2: Prep the Fuse Box
First, remove the screw and bold holding the fuse box to the car. The screw is a Philips screw and is easily removed by hand. The bolt is a 10mm bolt that may also be removed by hand either with a straight shaft tool, or a ratchet. I found that using a ratchet was the easiest way to remove it, especially the first time, as it was very tight the first time, just like the first piece of trim that was removed.
After both the screw and bolt have been removed, disconnect the white plastic connector at the top of the fuse box (see picture 3). The wires on that one are very short and it is much easier to move the fuse box with it disconnected.
You should now be able to turn the fuse box around so that we can access the back of it. If it is still a little difficult, or you want to be able to move it farther, you can cut some of the black electrical tape around some of the groups of wires.
Next up, we will pull out the wire that powers the windows, and rewire it so they can work all the time.
Step 3: Rewire the Windows
First, disconnect the white plastic plug at the very bottom. Looking at it from the back, there are two rows 4 slots. The top row, from left to right, has a black wire with a white stripe, then a red wire with a white stripe, followed by 2 empty spots.
The red/white wire is the one we're after, it powers all of your windows. Removing wires from these connectors is a simple concept, but can be frustrating in practice. If you look into one of the empty slots, you can see a little tab on the top. This tab locks the ends of the wires into the connector. To get them out, you need to push that tab up from the opposite side of the connector with something small but strong. I used a small jeweler's screwdriver. Remember to push up on the tab and pull on the wire from the other side at the same time.
After it pops up, simply move it over to the next slot over, as shown in the picture. So the row started like this: Black/White - Red/White - Empty - Empty. Now it should be: Black/White - Empty - Red/White - Empty.
After that's done, plug the connector back in, and flip the fuse box back around, time for one more quick change, then we're all done.
Looking at the bottom of the fuse box, we see a big, pink, square, 30amp fuse. That fuse *was* connected to the Red/White wire to protect the windows, but we moved it. So pull the fuse out of it's current slot, and stick it into the one right above it.
That's it, we're all done. Your windows should all work without needing the key in the ignition. Go ahead and test them out, then put everything back in the opposite order we took it apart.