It really depends on what type of glass is broken. Is it a storm window, a pane of glass in a door or regular window, or is it a double pane picture window? Storm windows can be taken to a hardware store to be replaced because sometimes it is much easier to pay someone than take the risk of breaking the glass you bought while installing it. A double pane window is also best replaced by an expert as there is a seal between the to pieces of glass and if that seal is broken, you have to start over or do it again. I standard pane of glass can be easily replaced by first measuring the opening (from wood to wood, do not go from the glazing). Go buy a replacement piece of glass along with some mounting points and glaze. Remove the glass and the the glaze leaving the opening. The take a small portion of the glaze and put it on the frame where the glass sits. Put the glass in and use the mounting points to hold the window in while you prep the glaze and then reglaze the window. Let the glaze cure and then you should paint it to protect it from the elements.
