Walls and Ceilings - water damage wall help

In our 30 year old home that we purchased 4 years ago there was an exterior wall where we noticed paint peeling shortly after moving in. This wall had a new window installed in 1996. After lightly pushing in on the wall around the window the plaster started to dent in and eventually there were huge holes around the window. My husband repaired the holes but the problem returned and eventually the window seal on the window failed. So now we were faced with replacing the window. Sears replaced the window and we hired a contractor to replace the wall. After 4 days I applied one coat of Kilz and noticed a few things that made me concerned. After 12 hours the kilz showed alot of water accumulation and the new marble window seals shows water spots coming through. This problem cannot be related to the roof because the roof is new too! This is turning into a nightmare. What do you think the problem is and what may be the best solution?
Did I do anything wrong? My husband says I should have waited 7 days before applying the Kilz. But then why is the window seal showing water spot stains? I am afraid the problem is not solved. What is your advice and opinion and what should be the next step? Thanks!

Call the contractor back.
The window apparently was not properly installed.
Good luck!
Mike