Same way you get to Carnegie Hall...
As for making "glass" weapons more durable, I'm sure it's possible. Basically, you have to figure out what qualities you want from glass, though. Obviously, you won't want ALL of the qualities that glass exhibits, or you'd just use glass--so you have to determine what you're trying to keep, and what to lose. Is it important to you that the weapons be transparent? Plastic at high temperature? Brittle? An insulator, electrically speaking?
As a suggestion, if you're looking for a material that is transparent and similarly workable to glass, but much more durable, you might consider Lexan. I had a set of juggling balls made out of Lexan, once...although they got mighty scratched up, they never did shatter, the many times that I dropped them...

(of course, heading back to the original post, it seems like you're looking for the weapon to be SPECIFICALLY fragile, so this might not be the way to go for you)
Finally, as Brett said, the whole consternation about "giving away a weapon" is really overrated. I was a fair Heller, growing up, and you know--in none of the many fights that I got into did I ever throw ANYTHING more than a beer bottle. The legal side to it is just too bad, too! In the eyes of the law, I can see where you'd be in a real spot, coming out of that situation:
Attorney: "So, you attacked Mr. Jones, did you not?"
You: "No, he was attacking me!"
Attorney: "But he was so far away, you had to THROW your knife at him, did you not?"
You: "Yes, but he was coming towards me, aggressively."
Attorney: "And instead of choosing to flee the scene, you actively chose to attack him, by throwing a knife at him?"
You: "NO!"
Attorney: "Yet you threw a knife at him! Who, exactly, was the aggressor in this scenario?!?"
See what I mean? Thus, you would probably never throw a knife in a fight. Besides, I always found that bottles did the trick for me--if they ducked to avoid getting hit, I could run (really ANY thrown object is usually used as suppressing fire, to get your opponent's head DOWN so you can move in or run). If they didn't, the sound of breaking glass against a human skull will oftentimes give one a moment's pause, even if the damage done is purely cosmetic. And it's a lot easier to explain to the nice officer that catches you on 6th street, why you're carrying a bottle...
Kal