Grace,
No, you should definitely not have to pay for your friend's window! If the situation was reversed and it was your car that had been broken into, would she have given you money to pay for half of
your window? I doubt it. I don't think that a real friend would ask you for the money. Just my .02!
Edited to add: Sororitygirl does make a point about the purse, though... was it visible through the window? Was anything else in the car stolen? (btw: I agree with her about the Harley comment, too.)