There's a great thread on lenses for IR thermometers here:

http://www.electronics-related.com/usenet/design/show/227663-1.php

Some excerpts:

the spectral response of the IR thermometer is limited from 5.5 um to 15 um by a filter.

The main problem is going to be what to make the lens out of. Germanium and silicon are the usual choices. You can also use a very thin Fresnel lens made of HDPE, as used in front porch lights. If you're doing this on a hobby budget, go down to the hardware store and get a $12 front porch light sensor and rip out the Fresnel lens. Those ones are segmented, so you have to pay attention where you cut it.

Apparently, Pyrex is also transparent to thermal IR.