So you broke a CFL light clumsy...  the good news is they are getting more affordable so it wont hurt the wallet to replace it, the bad news, you probably only have a couple days to live anyway.  Ok, kidding about the "couple days to live" but in all seriousness CFL bulbs contain small amounts of Mercury so you are going to want to take some precautions when cleaning them up.  No need to call the Hazmat team, just follow these simple steps from the EPA...

Before Clean-up: Ventilate the Room

1. Have people and pets leave the room, and don't let anyone walk through the breakage area on their way out.
2. Open a window and leave the room for 15 minutes or more.
3. Shut off the central forced-air heating/air conditioning system, if you have one.

Clean-Up Steps for Hard Surfaces

1. Carefully scoop up glass fragments and powder using stiff paper or cardboard and place them in a glass jar with metal lid (such as a canning jar) or in a sealed plastic bag.
2. Use sticky tape, such as duct tape, to pick up any remaining small glass fragments and powder.
3. Wipe the area clean with damp paper towels or disposable wet wipes and place them in the glass jar or plastic bag.
4. Do not use a vacuum or broom to clean up the broken bulb on hard surfaces.

Clean-up Steps for Carpeting or Rug

1. 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.
2. Use sticky tape, such as duct tape, to pick up any remaining small glass fragments and powder.
3. If vacuuming is needed after all visible materials are removed, vacuum the area where the bulb was broken.
4. Remove the vacuum bag (or empty and wipe the canister), and put the bag or vacuum debris in a sealed plastic bag.

Disposal of Clean-up Materials

1. Immediately place all cleanup materials outside the building in a trash container or outdoor protected area for the next normal trash.
2. Wash your hands after disposing of the jars or plastic bags containing clean-up materials.
3. 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 mercury-containing bulbs be taken to a local recycling center.

Future Cleaning of Carpeting or Rug: Ventilate the Room During and After Vacuuming

1. The next several times you vacuum, shut off the central forced-air heating/air conditioning system and open a window prior to vacuuming.
2. Keep the central heating/air conditioning system shut off and the window open for at least 15 minutes after vacuuming is completed.

[via EPA]