Gabriel,

I don't have much experience with rivets, and haven't had to do any window work on my Mercedes yet, but I can help you out with 007's instrux.

Grind the end of the rivet off with a Dremel type tool. You can get these at Sears or most hobby shops. It's just a hand-held electric tool with a variable-speed spinning shaft to which you can connect different bits - like small grinding wheels, polishing cloths etc. You'll pay 60 to 90 bucks for one. Depending on how much space you have to work with, you may be able to grind the end off with a file. That's the long method, but certainly cheaper than buying a new tool for this one job.
Try to save the remainder of the rivet when you remove it, take it to a hardware store - a real hardware store, not one of these places with pre-packaged screws - and ask the friendly old guy there what you need to replace that rivet. And show it to him. His name's probably Nick or Joe, and he'll be able to go to the aisle where the rivets are and the correct rivet will be in the first drawer he opens. He'll be able to sell you the tool you need to install the rivet, and if you ask him, he'll even show you how to do it.

Peening is simply flaring the end of the rivet after you pass it through the 2 pieces so that it won't come back out.

__________________
Dave
1995 C280
1999 Triumph Daytona 955I - my speed fix.
1982 300TD - Gone, but not forgotten.