EPA’s instructions for cleaning up a broken CFL lamp on carpeting.

1. Open a window and leave the room for 15 minutes or more.
2. Shut off the central forced-air heating/air conditioning system, if you have one.
3. Carefully pick up glass fragments and place them in a glass jar with metal lid (such as a canning jar) or in a sealed plastic bag.
4. Use sticky tape, such as duct tape, to pick up any remaining small glass fragments and powder.
5. If vacuuming is needed after all visible materials are removed, vacuum the area where the bulb was broken.
6. Remove the vacuum bag (or empty and wipe the canister), and put the bag or vacuum debris in a sealed plastic bag.
7. Immediately place all cleanup materials outside the building in a trash container or outdoor protected area for the next normal trash.
8. Wash your hands after disposing of the jars or plastic bags containing clean-up materials.
9. Check with your local or state government about disposal requirements in your specific area. 
    Some states prohibit such trash disposal and require that broken and unbroken lamps be taken to a local recycling center.
10. For at least the next few times you vacuum, shut off the central forced-air heating/air conditioning system and open a window 
      prior to vacuuming.
11. Keep the central heating/air conditioning system shut off and the window open for at least 15 minutes after vacuuming is completed.



from: http://www.energystar.gov/ia/partners/promotions/change_light/downloads/Fact_Sheet_Mercury.pdf