Nope - my 07 HPX has the full glass package has never had a window or door blow.
Details? pictures? may help us help you
You mentioned window - hopefully it wasnt a door - at $1.5k each that would be a real bummer
In general the "delux" cab is really nice. The back window is held in place by four tabs and is easy to remove and "adjust"
The doors come off hinges and I keep mine off most of the time. Side windows are held on by tabs like the back and should also be easy to "adjust"