Condensation is formed by warm, moist air coming into contact with a cold surface (a bit more to it than that, but that's it in a nutshell).
If you're getting condensation on your windows, you either have damp air (do you dry a lot of clothes, boil pans of water, boil kettles or anything else that releases lots of water vaporr into the air??), or your windows are not very good at keeping the cold air out.
Best way to prevent this is to keep rooms well ventilated and try a de-humidifier, and/or get some new panes of glass with better thermal properties.
If you want a good read, have a look at:
http://www.doityourself.com/forum/house-home-doors-windows/362701-condensation-inside-windows.html
..... and read Oberon's post about 8 posts down .....