Vinyl front windows leak occasionally since they are facing NE.

Included is a pic, showing the window, gap above, and rust colored steel plate header on which the bricks are laid. The gap has been filled with silicone. I removed it, since it's over 5 years old and wanted to recaulk, and although it hasnt rained in sometime, there was lots of water and crud back there.

Should this gap be left empty? I assume that's why I'm getting some leakage, as things are backing up and not draining as much as they should after the water gets behind the bricks, so they find a way back thru the wall?

I'd appreciate any help you can offer, as we should be getting some decent rain from that direction in a few days from the hurricane.

http://img163.imageshack.us/img163/72/p1000555.jpg