There is an Explode Effect in Motion-Effecs/Explode. There is plenty of info on it in the first reference Guide starting on page 566 (I looked it up for you).
There is also the Motion-Effects/Kaboom feature. This one is pretty cool, but I think you will have to check all the older "New Feature Guides" that ship with each release, for information on it.
The reference Guides and New Features Guides all ship on the CD's if you don't have the hard copies.
You will probably be using different versoins of the glass object, such as an unbroken version and a shattered version and then swapping their displays on and off. This is a good time to learn how to save "Visibility" Keys, if you don't already use them. To use this simply select your object and save a visibility key for the frame it is suppose to be visible and then one for where it is to turn invisible. Then bring up your function curve for visibility and for the key were it is suppose to be on make it 1. When it is suppose to be off make it 0. For this kind of function curve there is only on and off or 1 and 0.
Hope this helps,
Urp