Hi ffairsparks
It looks as though you added all those verts inside the one object. To seperate them, jump into edit mode, link select all the verts of the window (select one vert and then press "L"). Then seperate with the "P" key.
You can choose to seperate from the individual islands, however, you have more control over exactly what you are separating when you choose "select verts".
This will create 2 objects, but the origin point of your window will still be at the world origin.
It looks like the cursor is in exactly the right spot, so you can go Object > Set Origin Point > 3D Cursor, and everything will be hunky dory.
Keep going - you can do it!
