Going back to your earlier point, Mimi, I understand your confusion.
"To have someone do something" can indeed mean "to arrange for someone to do something (whether or not you ask him)."
In fact, my sample sentence "I had my car stolen last month" is actually ambiguous. It could theoretically mean that I arranged for my car to be stolen. We'd need more context to determine what is meant (even though this second meaning is highly unlikely!).
However, it doesn't always mean this. As you said, obviously a shop can't arrange for its windows to be blown out. That's why in this case it just means that this is what happened to the windows.