Make sure you have read permissions on the folders which you are trying to read. I found that I had this problem with a folder which I was mounting too. The sudo will give you temporary root permissions for that command only, so when you run the cd command, the root permissions will be lost. Try running sudo cd /mnt/windows too. If this doesn't work, you will have to use chmod to change the read and write permissions on the folder you are mounting to.
If the disk is permanently in place, it may be easier to mount the disk with an entry in your fstab, for example:
/dev/sda1 /mnt/windows ntfs user,noauto,noatime 0 0
Then you would only need to type "mount /mnt/windows".
The user flag will allow a normal user to mount the disk, and the noauto will stop the disk being mounted at boot time, which may be useful if you dont use the disk all the time, as it reduces the risk of you accidentally deleting something. If it gives errors about the filesystem type, change ntfs to auto, it has no problems detecting my ntfs disk.
For more info, try "man fstab" at your terminal.