Umm...glass is a "solid object" the last time I checked. And no, it's electromagnetic radiation, period -- it's a different wavelength (just like blue is a different wavelength than red).
Look for the reply from the physicist for greater detail as to why you're completely confused, though. I opted out of the Backscatter X-Ray machines due to what seemed like poor science; the MM wave devices may violate privacy, but that's their worst offense.
To be fair, Jamie's is probably thinking of the human body. However, even in that case, you can see that light goes through the human body by holding a flashlight against your palm and seeing the glow on the back side of your hand.
Our bodies aren't subject to millimeter wave radiation in nature, so they're not really evolved to defend against it.
I'm not against further studies of millimeter wave radiation and its effects on humans, I just don't want to be a guinea pig in those studies.