On a Grand Prix, it's called a "rear vent glass assembly" even though it doesn't really vent anything. They are only called that because they are in the door with another window, the door glass. On a 2 door they are referred to as a quarter glass since they are actually mounted in the quarter panel.
Anyway, you can get the glass, and have it installed if you'd like, from any glass company that does auto glass replacement. Check the yellow pages and there will likely be hundreds of places to choose from. Shop around because prices can vary greatly, but it will be a lot cheaper than getting it from the dealer. Unfortunately, you're about to find out that the smallest piece of glass on a car is a lot of times the most expensive one. On a Grand Prix sedan, the glass, all the rubber surrounding it, the rear channel the door glass rolls up and down in and the rubber in the the door glass channel all the way around it (front, top and back).... are all one piece which makes it very pricey. Hence the part of the name "assembly". Your best bet is to check the local salvage yards if you're looking for one on the cheap.
If you go with a new one, I recommend Binswanger Glass if there is one near you. But I work for that company, so I am just biased. LOL
Here's the part numbers the glass companies will use:
DV09120GTY - Vent Glass Rear Right (Passenger side)
DV09121GTY - Vent Glass Rear Left (Driver side)
