When replacing a window pane, try to buy the same kind of glass originally installed in the window so it will match the glass in the other panes or other windows in the room (this may not always be possible if you have an older home). Take a shard to your hardware store and match any coatings or other features.
Be careful when you work with glass, whether large panes or smaller pieces. Wear heavy gloves and safety goggles. Before you remove any broken glass, tape newspaper to the inside of the sash to catch any fragments. Also pad the glass with newspaper when you take it to or from the store. Dispose of fragments in your regular trash; window glass usually can't be recycled. Contact a window replacement or repair contractor if you need help.
Windows with metal and vinyl sashes can be reglazed by simply inserting the correctly sized new piece of glass into the sash, which holds it in place with a metal spring or clip, a rubber seal, or beveled or plastic moldings.
For wood windows, you'll need glazing compound (putty) to hold the glass in place, in addition to glazier's points--small metal clips that you push into the wood every 4 to 6 inches. You'll also need a putty knife, long-nose pliers, chisel, hammer, safety glasses, newspaper, masking tape, small paint brush, and a glass cutter (if the glass has not been cut to size by your glass dealer).
After removing the broken glass, chisel out the old putty (if it's hard, you may need to soak it with linseed oil or soften it with a heat gun). Remove the old glazier's points with long-nose pliers. Clean and sand the wood, and coat it with sealant. If you are working from outside the window, you can either work from a ladder, but for upper-story windows it's safer to remove the sash.

Press a rope of putty around the opening with your fingers and a putty knife to make a bed for the new pane.Put the pane in place and remove any excess putty. Push the glazier's points into the frame with a putty knife.
Apply more putty around the pane and use the knife to form a tidy seal. When the putty is dry, paint it to match the sash.