my website (look in sig...) has a Maya Downloads section that happens to have a glass shader on it. It was created using one of the old tutorials at aliaswavefront.com (now is just alias.com) I think they took that particular tutorial down (not sure really) but you can at least look at the shader from my site. There are directions there as well that will tell you where to place the shader file so you can access it through hypershade library.

If you want to look at how it's made, you simply right-click the shader swatch in hypershade and choose "graph" and it should graph all of the nodes in the lower section of hypershade that actually make the glass shader.