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Measure the size of your window and get a permit. Choose a location for the window and mark the outline with tape. Build a temporary support wall for additional support. Staple plastic sheeting to the temporary wall to catch the dust. Mark the cutting lines and drill through pilot holes on the corners. Use a concrete saw to cut the interior and exterior outline of the window. Knock out the concrete and smooth the opening. Fill the exposed wall blocks with newspapers and concrete. Install and screw the sill and frame in place. Anchor the frame and caulk around it. Caulk around the inside of the frame and install the window. Remove the temporary wall and let the window dry for 2 to 3 days.

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If you want a basement window that will satisfy egress codes, it needs to be at least 5.7 square ft (9.9 m) in size. Specifically, the window has to be at least 20 in (50 cm) wide and 24 in (61 cm) high. Once you know the size you want your window to be, take a sketch of it to your city's building inspector's office to get a building permit. The bottom of the window can't be more than 44 in (1.1 m) from the floor. This ensures that the window is easy to use as an emergency entrance or exit. You may want to put the window on the wall that will give the best light and look the best from the exterior. Pay attention to any obstacles you might face when installing the window. Once you're satisfied with where to place the window, outline the window measurements on the wall using masking tape.  Make the outline 3 1/2 in (8 cm) wider and 1 3/4 in (4 cm) higher to account for the wooden frame. Obstacles for installation include buried utilities, plants growing on the exterior, wiring for the house, and ductwork. If you aren't sure if you have buried utilities or wiring, call your utility company before starting the project. If the joists are perpendicular to the wall you're cutting into, build a 2 x 4 ft (60 x 120 cm) support wall. Make the wall 3 ft (90 cm) in front of the wall you're cutting into. Screw the support wall firmly into place at the top and bottom where it meets the joists. If the joists aren't perpendicular to the window wall or the window will be less than 48 in (1.2 m) wide, you can skip this step. Before you begin cutting into the wall, hang 6-mil plastic sheeting from the temporary wall and staple it in place. Cut slits in the plastic so you can lift it up and staple the sheeting in between the joists. The plastic will contain the dust and debris from cutting which will make clean up easier. Measure and mark the dimensions of the window on the exterior using masking tape. Use a hammer drill and a long bit to drill pilot holes through the middle of the bottom cutting line. You'll also need to drill level holes at the corners of the window so they go through the wall. Use a level to ensure that you're marking the window accurately. Use the measuring lines as guides when you drill. Use a 14 inch (35 cm) concrete saw with a diamond blade to cut the outline of the window from the inside and outside. Make the cut about 1/2 in (1.3 cm) deep. You'll need to go around the outline twice with the saw, making a 1/2 in (1.3 cm) deep cut the second time as well. If the saw is making too much dust as it cuts the concrete, wet the blade. Take a 4 lb (1.8 kg) sledgehammer and hit the concrete near the top part of the window's center. Then hit around the center edges of the window. The concrete will begin to fall out of the wall. Once most of it is out, use a brick chisel to remove small bits of concrete that remain. At this point you can check to ensure that the rough frame and window will fit the opening you just made. Take several newspapers and crumple them up. Stuff them into the exposed concrete blocks. Then use a cement trowel to fill the blocks with concrete and cover them with plastic sheeting.  The newspapers will prevent the concrete from falling down through the blocks. The plastic sheeting will prevent the water from the concrete from warping the window frame sill. To install the sill, screw 3 in (7.5 cm) deck screws through the wood into the wet concrete. Then push the header in place and screw it to the floor joists. Install the frame sides so they fit tightly and bang them into place. Drill screws at a an angle through the frame sides. The frame sides will support the header. Use two 3/16 x 3 1/4 in (.5 x 8.2 cm) concrete screws to secure the frame to the block wall. Then use a polyurethane or exterior caulk to fill in gaps between the frame and concrete.  If you want the screws to be flush to the frame, countersink them so they don't extend past the frame. If the gaps are wider than 1/4 in (6 mm), install a foam backer rod into the gap. Then seal with the caulking. Get help to hold up the new window and center it in place. Then remove the window so you can caulk around the wood frame. Put the window back in place and ensure it's level. Drill screws into the nailing fin so the window is secured. Check your specific nailing fin to see if it's supposed to be nailed in place instead screwed in place. Pull down the plastic sheeting you installed to contain dust and then take down the temporary support wall. Leave the new window to set and dry before you paint or use the window. It may take longer for your window to set if your basement is very damp or humid.