I believe what you are asking about is a transom window, although I canot be sure. Without being able to actually see what you are talking about, I can't give you any good advice. Most likely, and hopefully this is actually the case, the transom window is attached somehow to the bricks surrounding it, and there really isn't anything needed beneath it to "hold it up" while you replace the door.
I can tell you that a sawsall is a wonderful tool for removing old doorframes. Buy a stack of demo blades and go right through the nails and such. If you happen to have an alarm sensor in your doorframe, be sure you don't hit the wires!
If the window (again, assuming this is what you mean) above the door is NOT attached to anything but the doorframe, you can get creative and support it from one side with some 2x4's and install the door from the other side.