If you are using an old window pane as a replacement, use a razor blade to remove any caulking or putty that may be adhering to the surface of the glass. If you cannot get it off with the razor blade, rub some linseed oil on the compound and allow it to sit overnight, it will then be softer and easier to remove.
Using a pry bar or leverage to try to open a stuck window needs extreme caution. Try to break the seal of the paint or compound that is holding the window in place before applying a lot of upward pressure. Always clean the sliding mechanism immediately of any old paint, putty or other compounds before closing the window again.