At first I thought that someone had thrown a stone or something. Then I noticed that it was only the inside pane of the double glazing that was broken. I phoned Velux and they explained that there was a manufacturing fault in some of their smaller windows. The fault means that the argon between the panes leaks out and somehow the pressure inside becomes lower than outside, and the inner pane implodes. Velux were pretty good, and they said they'd come round on October 11th and replace the glazing in both of my windows without any charge. They're replacing the other window because it may be prone to this fault too.