The notion of keeping some windows slightly cracked open during hurricanes crossed over from what was at one time touted as an effective defense against tornadoes but which has since been discredited. In the wake of devastating twisters, it would sometimes appear that a few houses had exploded; from this evidence, scientists theorized air pressure outside had to have been far lower than it was inside, with this disparity causing the blowout. It was therefore suggested people leave their windows open just a bit to equalize pressure.
However, further research showed those blasted apart houses were the result of wind blowing into open or broken windows, so the advice, rather than preventing this particular form of destruction, would actually work to cause it. Those gusts that entered homes pushed up on the roofs at the same time wind was blowing over them, which made the roofs act like airplane wings and generate lifting force. Once roofs lift off, the walls of homes can fall outward, making it look like the buildings exploded.
Urban Legends Reference Pages: Science (Hurricane Mutiny)