Put on safety goggles and work gloves to avoid injury when handling the glass.
Remove the bottom sash from the window frame. The sash is the frame immediately around the glass. The method to remove it will depend on the type of window. If the sash is aluminum or vinyl, open the bottom window about 4 inches, so you can tilt it outward. Press the tilt lever, or levers, on the top of the sash. The tilt lever is a single button or two sliding buttons on the top edge. With the tilt button pressed, pull the sash toward you. Lift up and remove the sash from the frame.
Pry off the trim on the side of a wood window frame with a screwdriver and pull the sash out.
Slide the top sash down 4 inches after the bottom is off, if replacing this pane. Press the tilt lever and pull the sash out. The tilt lever may be on the bottom or top edge of the sash. For wood windows, remove the trim to remove the sash.
Lay the sash down on a solid surface such as a large table or floor.
Insert a putty knife between the vinyl strip and the sash then pry off the strip. The strip holds the glass in place. If the sash is wood, remove the screws in the corners that secure the front and back wood pieces together. Lift the top piece off the glass. Pull the broken pane up and out of the sash carefully and discard the glass.
Set the new thermal pane in place and reconnect your sash. Install the sash in the window frame by reversing the steps you took to remove it.