I had a new furnace installed with a great humidifier humidity system . I have turned down the humidity to only 5 % & my windows are still sweating.  Why?

The first thing you will need to do is pick up a digital hydrometer to see where the actual relative humidity is in the home. Your humidity, once tested, should not exceed 40%. Next, check the seals on and around the windows to make sure they are still intact (double pain or triple glazed only). If your windows are single pain the problem lies in the actual window.     
 A home with a modern power vented mid or high efficient furnace may experience higher humidity levels due to reduced stack action. (Stack action is the natural draw occurring in a chimney which helps to assist the removal of the products of combustion) with the older style furnaces this process happens continually 24 hours a day removing moisture and heat from your home.
New furnaces reduce this loss and can increase humidity levels. If this problem occurs have your fresh air intake checked or if your home is lacking one, have one installed. I would also suggest have your home equipped with an HRV system.