you will definitely want to mesh it to do this. Particles that havnt been meshed have no surface and just represent a point in space with some velocity / colour attributes per point. Since they have no normal you can't do any normal shading on them.
If they are going outside the glass you can either decrease the radius of the particles / tweak the attributes of the nparticles mesher (dont know what its called). Cull the particles that interpenetrate. Or perhaps re-sim with a larger collision offset on the glass. If this doesnt look good you might want to add alot more smaller particles rather than a few large ones.
FX supervisor - double negative