The steel grates on the windows at this hotel slide down to keep unwanted visitors out at night. Don't get any ideas about hanging out your laundry either, hanging laundry from a window is illegal in Brazil..
The other interesting thing about hotels in Rio..as you quickly learn when traveling alone...if you are staying in the hotel and you bring a guest back to the establishment, you MUST sign said guest both in and out, in addition you must personally escort them past security if they are to leave. This rule, followed by many of the nicer hotels, stems from foreign visitors bringing back "company" only to be found days later by the hotel staff in nothing more than a pool of blood and a slit in the throat. Don't let the dark pentameter fool you though...I was treated with the utmost respect in the hotel I was at - I didn't do anything stupid though either..