The window of my 04 s doesn't work at all. I understand it's the relay, however I'd like to replace it rather than do a temporary fix. How can I fix it???

 

Do you mean the window regulator?

 

I'm not sure? I was told I have a faulty relay? The window doesn't work and I just want to fix it, thanks

 

The Bentley MINI Cooper Service Manual has a good section on how to replace the regulator. You have to remove the inner door trim, remove the window glass, remove the speaker, etc. Some of the steps recommend the use of special tools. Reinstalling the window glass requires you to realign it.
The Bentley manual is a good resource if you plan on working on your MINI.