Xfile - there might be a better way that won't involve welding and then having to repaint the van. Keep in mind that any van more than a few years old - well you won't get the paint to match so you end up having to paint the entire van. That can get really costly!
If it's one window that you want not to use as a window, then simply cut plywood to fit inside the window frame and fasten it in place. You can either paint it to match the exterior as best you can or decorate it to go along with whatever window treatment you're using on the other windows.
If it's all the windows you want covered up this way, then you're probably better off simply ruling out window vans in the shopping process.
