Dig a hole in front of where you will be placing the egress window. Make the hole 6 inches deeper than where the egress window's bottom edge will rest and about 4 feet wide and long. Use a garden hose to rinse as much of the dirt off the exposed concrete wall as possible.
Transfer your egress window's suggested rough opening dimensions plus 3 1/2 inches to the cement wall. Make the marks with a piece of chalk. Hold a 4-foot level across two of the marks and use the level as a straight edge to draw a connecting line. Repeat with the remaining marks.
Place a 14-inch diamond cutting blade in a circular saw. Score the chalk outline approximately 1/4 inch deep. Work slowly and follow the chalk line as closely as possible.
Cut along the score line, pushing the circular saw blade a little deeper. The cut needs to be at least 1 inch deep for concrete block walls and 3 inches deep or more for solid concrete walls.
Drill holes through each of the four corners, all the way through the wall. Use a hammer drill and 16-inch masonry drill bit. Go inside and use the 4-foot level and piece of chalk to connect each line.
Score a 1/4-inch line along the interior chalk line. Concentrate on keeping the score line as straight as possible. Then go around the score line a second time to make the cut 1 inch deep for concrete block walls or 3 inches deep for concrete walls.
Hit the opening's top center with a 4-lb. hammer. Work from the center out and top down to remove all the concrete from the opening. Do not try to hit away stuck on sections near the edges.
Hold a brick chisel against the opening's edges. Hit the chisel's handle with a hammer to push it along the edge and remove any bumps and ridges, to smooth the opening. Work around all four of the opening's edges.