The following are the recommended actions to take in the event of a broken CFL.
Evacuate the room, taking care not to step on the broken glass littering the floor
Ventilate the room for a MINIMUM of 15 minutes (EPA recommendation)
DO NOT clean the debris of the broken lamp with a vacuum cleaner as this will spread toxic mercury droplets throughout the house either immediately or upon the future use of the vacuum
Don protective gloves (I’ll be the one in SCBA too!); use a broom or brush to sweep the debris into a dustpan; empty the contents of the dustpan into a plastic bag; seal the plastic bag
DO NOT dispose of the plastic bag into an ordinary refuse receptacle
The debris is lawfully a Hazardous Material and must be disposed of accordingly