I'm now working on installing pelmet above all the curtains. Pelmets help stop/reduce hot air being "sucked" behind the curtains as the cold air next to the glass falls to the floor. It also helps that our curtains drop all the way to the floor.
This is my first version - unpainted at this stage. That's the cheap heat pump I installed back in 2004 - still chugging along, keeping us warm. It's not as quiet as newer/fancy ones - but it does keep us warm.
More detail on my pelmet construction here.
Cheers, Paul