Marina Russell had the song and the tune is in Midi form on the full English. Read Bert Lloyds' notes to one Night as I lay on my bed in Penguin 1. He used a set of words from Geo. House of Beaminster 1906 to Mrs Russells tune. I collected the same song with an extra verse from Georges son Bill in 1984.
You may be confusing two songs with your Burns song which is Go from my window however they stemmed from a common international root. Go from my Window is still common with Gypsies today. Berts' notes will set you straight.
kind regards