No, open windows do not increase the chance of lightning striking a house--however it DOES allow lightning to more easily strike an object inside the house.
From a USAToday chat transcript with John Jensenius, a meteorologist with the National Weather Service and expert on lightning safety:
Warren, Ohio: They say don't stand near a window when it's lightning
outside. Does it make a difference whether the window is open or
closed? Can lightning go through the glass? Isn't glass an insulator?
John Jensenius: It's better to be a few feet away from windows and
doors. Glass is an insulator, but so is air. You're probably a little
better off with the window closed, but it's more important to put a
couple feet of air between you and the window. Both windows and doors
can be made of or contain metal, so the glass may not make much
difference. I know of several incidents of people being struck with
their hand on the doorknob while peering outside at the storm.
Although there is always a chance that lightning travels through the closed window, with lightning strikes you are always playing in the realm of probabilities and the best thing you can do is keep your body out of the potential path of any nearby lightning strikes. You could be injured by shards of glass from a shattering window but it is preferable to being part of a closed circuit between a thundercloud and the earth.