I don't know if these features are available in older versions, but I'm using 1.7+. A Glossary could be created in the "Main menu" block at the site level. Just check the box to make the Glossary global. With Auto-linking turned on, the Glossary entries should be linked in every course. If you want a short-cut available in each course, create a Sticky HTML block in every course with a link to the Glossary.