A pic would be helpful. It is my opinion after many years in the painting business where a lot of caulking is used, that a quality caulking job is one that is barely noticeable. It should not be globbed on. It should actually be a nice, smooth bead which is actually achieved by using your finger or a plastic caulking tool to gently push the caulk into (called "tooling") the crack. It shouldn't be all over the brick and it shouldn't be all over the window. It should be on both ever so slightly, just enough to bridge the gap by bonding to the 2 surfaces and filling the crack at the same time.