This is one of the many reasons I never recommend vent-free fireplaces. The name is midleading: It's not that they DON'T vent; they vent INTO your house!
Gas combustion from natural gas is often 80 percent water vapor. Since your windows are cold when the temperature dips, those warm, moist fumes hit the windows and condense. So how can you keep this from happening? Stop using the fireplace or switch to a vented fireplace, which is a much safer alternative.
Also, a very important note: For as long as you use the vent-free fireplace, make sure you have one carbon monoxide detector on every floor of your house. Water vapor is not the only drawback of a vent-free fireplace, and it's crucial you keep an eye on carbon monoxide levels.