That's not a good thing.
If you horse on it and accidentially break a window they cost a lot to replace, unless you can find one in a salvage yard. Well, since you are mobile, call a lock smith and go see 'em and find out what they say 'cause I'm totally stumped on this one. Maybe take the door panel off and have a look see which is probably what a lock smith will do. OH-OH! I understand now, the door is locked so you can't open it to get the panel off. Will the window go down or is that frozen also?
Anxious to hear what the lock smith says.