I got my window busted open a couple years ago. The worst part was that they stole both pairs of my prescription glasses. WTF!? I called the police and the conversation went something like,

Cop: You can file a police report if you wish.
Me: Well, is there any particular reason to file or not?
C: I don’t know.
Me: Well, what happens if I file the report.
C: I can’t say.
Me: What do you mean you don’t know?
C: I don’t know the total nature of the crime.
Me: What? I told you, my window is smashed open and all my [censored] is gone!
C: So, would you like to file a report.

So you can call the cops if you want, but I doubt much will come of it. With my deductible it wasn’t even worth contacting the insurance company. No insurance company covers cd’s but ipods might be. I can’t remember but I think a new window was like 3 or 4 hundred. It only took 10-15 minutes to have it replaced and I remember watching and wondering if I could have done it myself. It would have been possible, but likely would have taken a lot of time and caused much annoyance. Unless you’re particularly car savvy I would just take it some where.