bricking up a window
About a year ago I bought a house which is about 90 years old in western PA. One thing that has been bothering me is that the previous owner drywall/plastered over a window from the inside but they left the window on the outside. The window itself is OLD. It's single pane, the frame is cracking and broken and not very good. While I'm not exactly sure whats in there, I took a picture with my iphone from the outside (http://i.imgur.com/foQJX2G.jpg), and see some sort of plywood/drywall. I'm thinking about bricking it up (because it really just opens to the side of my neighbors house).
Can I just brick it up and be done with it? Or is there some important step I'm missing or forgetting?