> A year after entering commercial service the Comets began suffering problems, with three of them breaking up during mid-flight in well-publicised accidents. This was later found to be due to catastrophic metal fatigue in the airframes, not well understood at the time. The Comet was withdrawn from service and extensively tested to discover the cause; the first incident had been incorrectly blamed on adverse weather. Design flaws, including dangerous stresses at the corners of the square windows and installation methodology, were ultimately identified. As a result, the Comet was extensively redesigned with oval windows, structural reinforcement and other changes. Rival manufacturers meanwhile heeded the lessons learned from the Comet while developing their own aircraft. [http://en.wikipedia.org/wiki/De_Havilland_Comet]
Perhaps (nautical) ships had round windows, but it was for an entirely different reason, and clearly some planes used square windows and found out a good reason not to use square windows.
This always sounded apocryphal to me, considering ships have had round windows for ages before planes even existed.