There's an old myth that opening your windows during a tornado or hurricane will equalize the pressure inside and outside the home, allowing the storm to pass through your house without destroying it. Unfortunately, that's not how it works. An open window only allows a clear path for high-speed debris, and can actually cause the house to become even more pressurized [source: DeMatto]. So you want your windows shut during a storm. But you don't want them to shatter and send razor-sharp shards of glass flying at you, either.
One solution is to use impact-resistant glass. (In places such as south Florida, where hurricanes are a continual threat, building codes already require you to do this.) There are two common types of shatter-resistant glass. The first is composed of two sheets of glass separated by an inner plastic membrane. That makes the window stronger against even repeated battering, and the membrane keeps the pieces from flying all over the place if the window does shatter. The second type uses a plastic film applied to the outer surface of the glass to catch fragments, but it's not quite as sturdy [source: Flasch].
Shatter-resistant isn't necessarily shatterproof. That's why for good measure, you'll want to shutter your windows with plywood. Instead of nailing the wood in place, use a product such as the PlyLox Window Clip, which lodges into the corners of the window opening, and resists being pushed out. In tests, the clips withstood impact and wind pressure of up to 150 miles (241 kilometers) per hour [source: DeMatto].