I can't sleep with door opened

I am a 21 years old male Graduate student.I'm afraid that it'll open and closed all the window that it's only at night.Because of this, i can't get enough fresh air.If I see any type of light in the midnight feel very afraid and go to my parents room.They also disturbed in the midnight because of me.
Do I have some form of claustrophobia? Should I see a psychiatrist about this? Is there any way I can alleviate the anxiety I feel for right now?

**mod edit** It should really help you out quite a bit.