The windows have balances, one on each side of the window sash to counterbalance the sashes weight. One or both of yours broke.
Before you remove the sash, be sure you have a source for the replacement part. These are specialized parts, you will not find in hardware or big box stores.
Look in the local yellow pages or the internet for a local supplier.
As these things are sized to the sash and vary in design, you should bring the broken one to the store with you so they can match it.
Replace both sides while you're at it. They usually run $10-15 each.