The speed of the bullet is high, when it is fired from the gun. And, the time of contact with glass is very small. Therefore the bullet is not able to impart the motion to whole of the glass but only to a small portion where it makes the contact. Hence, a narrow hole is made.
The speed if the bullet is comparitively low when the bullet is thrown with hand. So, the time of contact between the bullet and glass is very large. Thus, there is sufficient time to impart the motion to whole of the glass due to which glass smashes.
