you have to cut the window and use glue and duck tape to hold it
No.
Buy a smaller air conditioner
yes
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Generally speaking, this would be difficult to do.
yes but it depends to the area that you installed window type air condition
Popular Mechanics offers an online article on how to install a window air conditioner. YouTube also offers many videos on air conditioner installation.
With a little skill and knowledge you cut a hole through an out-side wall.
Window air conditioner units are cheap to put in but not so efficient. There are some very good Energy Star efficient window air conditioners but they cost more to install.
One way would be to remove the window panel from the enclosure and build a frame to fit the air conditioner tightly into the hole.
You would put it in like you are going to install an vertical conditioner only, you put it in the opposite direction.
A window air conditioner is designed for an easy self installation. If you are not sure as t how to install it,you can find instructions at www.ehow.com.