you seem to be muddling two seperate languages here, setting ghost on for a object does not make it walkthrough, collision still works on ghosted objects, transparent objects or hidden objects even, just like all objects you need to check for collisions each loop of the game, but a ghosted object will remain solid unless you code it to act different, the "ghost" just refers to visual properties.
for your "gibshooter" you can just make some particles and spray them from the window position, settings for that would depend on the effect you are aiming for, or like you said you can load an .x animation and position at the center of the windowpane, you don`t need a window health counter, just check for a hit by a bullet or rocket shockwave and ignore player/npc collisions (if you don`t want the player to be able to break glass that is).
heres a VERY simple example of semi-psuedo code
load object "glassburst.x",1
load object "window.x",2
make object sphere 3,1 << the bullet!
position object 2,10,10,10 << window floating in space
position object 3,0,0,0 << bullets start position
position object 2,10000,10000,10000 << out of sight for now
repeat
until spacekey()=1
do
move object 3,1
if object collision 3,2
Explode_Glass()
endif
sync
loop
function Explode_Glass()
position object 1,10,10,10
play object 1
for i=100 to 0 step -1
fade object 2,i
sync
next i
endfunction
is the sort of thing you need to explode the window, or you could substitute particles for the exploding glass model and make em large and shard shaped, or you could just load the glas as an animation with the first frame of it intact, then just play the animation when the glass gets hit, or load several interlocking shards, position them at the window and then use a simple particle system to move them outwards after swapping them for the intact window, loads of ways to do it, just pick the one you think seems best.
Mentor.
PC1: P4 hyperthreading 3ghz, 1gig mem, 2x160gig hd`s, Nvidia FX5900 gfx, 6 way surround sound, PC2: AMD 2ghz, 512mb ram, FX5200 ultra gfx, stereo 16 bit soundblaster.