Hey on the newest episode my dogs were barking when the officer jumped out of the window and emma said that she wished she were henry...why was he climbing out of the window?

yep...some "Royal Hanky Panky"

another question: why did she say, that she wished to be henry? I didn't get that ^^

She says that because of what Graham told her about Henry, that "He's sleeping. He doesn't know." Basically she was saying she wish she hadn't known what they were doing either.