"Close the windows."
Translation:E pani i nā puka aniani.
What Gerald said is 100% pololei, that is, correct. The "i" used in this sentence comes immediately before the object being acted on by the action word "pani". So, if someone said to you "E pani i ka puka aniani", you would know that they wanted you to close the window. "E pani ka puka aniani", without the "i", makes the window the subject of the sentence. It is the thing doing the action. Written that way, it seems more like the window should be closing something, but what that something might be is not clear.
All that said, it's important to note that because the word "pani" ends with an "i" sound, in speech the "i" word that comes before "ka puka aniani" tends to disappear, since an ʻŌlelo Hawaiʻi speaker would smoothly slide from the "i" at the end of "pani" into the next "i" word without pause.