I created the Lego cockpit window by first drawing some lines and then using the extrude modifier:

copckpit1

extrude2

After the extrude I got this:

lego0149_scaled

I then cut a new line:

lego0150_scaled

And I moved that line:

lego0151_scaled

I then moved another line in the front:

lego0152_scaled

I then used the shell modifier with the following settings:

shell1-2