CMU Walls are common in Florida and other parts of the Southeast, but the practice of recessing windows and doors into rough openings in concrete block walls creates a waterproofing challenge for home builders. How to Waterproof Windows in CMU Walls In short, those recessed areas become water traps for wind-driven rain and consequently require a two-atep process that consists of applying sealant and liquid-applied waterproofing. And both steps have key details that absolutely must be done right.