You want something along these lines:
http://www.amazon.com/Soleus-Air-PH...?s=home-garden&ie=UTF8&qid=1428093147&sr=1-11
I'm not specifically recommending this unit, it's just happens to be a brand I know makes such products and therefore was easy to find.
They have a panel that you open the window slightly and insert the panel into the open space. The seal is far from ideal, I use some weatherstripping and tape besides to get a reasonable seal. The window remains open all the time so you'll also want to seal the gap between the panels--something I found to be more of a hassle than sealing the panel edges.
Not only are room units prohibited here but we have solar screens, one couldn't be used anyway.
Note that using a unit like this means the window can't be locked. Given the inaccessibility of the window where I have this that's not an important issue for us.
Note that since these units are entirely in the room they lack a good system for disposing of condensate water. The nicer units attempt to evaporate it with the exhaust air, the cheaper units just have a tank that requires occasional emptying. During the dry season it's a complete non-issue for us, during the humid time I've had a evaporating unit shut off once because it needed draining and an older tank unit could go some weeks between empties.