I agree that the window is floating, not the wrong angle. But, I dont think this is a flaw in your original painting, it's a shortcoming of the process used to create the image. Taking a 2D image and trying to recreate a 3D affect is never going to be perfect in my opinion.
what could help is if the wall that the window was on wasn't completely black and if we could see the corner, that might help... or also another object in the room that would recede to the vanishing point like the window does.
Or, I guess, if this is like your other and you just took two photos of the painting, you could copy the window from one image and paste it onto the other so it stays 2D... might work.
Ok now I'm over-analyzing (I'm at work and it's slow so I have nothing else to do... well, I do, but..) and I think I see the problem. The window and the further, destroyed wall don't fit together. You can see the window recede into space, which is fine, but the wall that is destroyed is further away, which makes it smaller. However, if you look at the destroyed part of the wall you can see that the wall exists much higher than the whole. This throws off the perspective that it's further away because in 2D relation to the window it's higher when it should be lower than the top of the window. Normally that would be fine, because windows dont sit at the top of the ceiling in most cases but we can't see any of the wall for reference. Maybe if the window were smaller it would help.
Like stefmixo said, there's a bit of a problem with the window. It looks like it is floating in the air not touching the wall. I think part of the problem is that some of the smoke sits deeper into the wall than the window does. Wonderful work in all other aspects though.
Again thanks for the kind words. The smoke at the wrong depth is just the tip of the ice burg sadly. The overall geometry and perspective is off in the piece, never mind the 3D that makes it more obvious. Hmm.... Not sure if I will bother editing it or just move on to the next piece.
95% of times, I use PaintShopPro. (easier to use and I already created a bunch of scripts for almost everything). I use Photoshop only for the big panoramas (>>100Mpix) because it uses the RAM more efficiently, where PSP would be slowed down by the huge amount of data to process.