Mine had a couple bolts that held the window to the regulator. I didn't have to do any sort of drilling. I have a 98, however.
If you pull the door panels off, then pull back that plastic film, you'll see where the window is attached to the regulator. Once it was unbolted, it came out pretty easily through the slit that it goes up and down in. Not sure if the older XJ's are the same way though.