If you're talking about a cathedral windows quilt, they don't usually have batting. They are very heavy already with all the folds.
Edited - here's a video of making one without batting.
http://www.youtube.com/watch?v=3gKvd...feature=relmfu
I realize now that it's not a true cathedral windows. If you had batting in the layers it would probably be much too heavy in the folded areas.