  The formation and evolution of the Milky Way bulge is not yet well understood
and its classification is ambiguous. Constraints can, however, be obtained by
studying the abundances of key elements in bulge stars. The aim of this study
is to determine the chemical evolution of CNO, and a few other elements in
stars in the Galactic bulge, and to discuss the sensitivities of the derived
abundances from molecular lines. High-resolution, near-IR spectra in the H band
were recorded using VLT/CRIRES. Due to the high and variable visual extinction
in the line-of-sight towards the bulge, an analysis in the near-IR is
preferred. The CNO abundances can all be determined simultaneously from the
numerous molecular lines in the wavelength range observed. The three giant
stars in Baade's window presented here are the first bulge stars observed with
CRIRES. We have especially determined the CNO abundances, with uncertainties of
less than 0.20 dex, from CO, CN, and OH lines. Since the systematic
uncertainties in the derived CNO abundances due to uncertainties in the stellar
fundamental parameters, notably Teff, are significant, a detailed discussion of
the sensitivities of the derived abundances is included. We find good agreement
between near-IR and optically determined O, Ti, Fe, and Si abundances. Two of
our stars show a solar [C+N/Fe], suggesting that these giants have experienced
the first dredge-up and that the oxygen abundance should reflect the original
abundance of the giants. The two giants fit into the picture, in which there is
no significant difference between the O abundance in bulge and thick-disk
stars. Our determination of the S abundances is the first for bulge stars. The
high [S/Fe] values for all the stars indicate a high star-formation rate in an
early phase of the bulge evolution.
