Here is what the EPA recommends you do if a Fluorescent light bulb breaks

Apparently there is absolutely no concern over any problems that might arise from breaking one of those Fluorescent light bulbs. The EPA's recommendation is here:

Before Clean-up: Air Out the Room

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

Clean-Up Steps for Hard Surfaces

Carefully scoop up glass pieces 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.
Use sticky tape, such as duct tape, to pick up any remaining small glass fragments and powder.
Wipe the area clean with damp paper towels or disposable wet wipes. Place towels in the glass jar or plastic bag.
Do not use a vacuum or broom to clean up the broken bulb on hard surfaces.

Clean-up Steps for Carpeting or Rug

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

Clean-up Steps for Clothing, Bedding and Other Soft Materials

If clothing or bedding materials come in direct contact with broken glass or mercury-containing powder from inside the bulb that may stick to the fabric, the clothing or bedding should be thrown away. Do not wash such clothing or bedding because mercury fragments in the clothing may contaminate the machine and/or pollute sewage.
You can, however, wash clothing or other materials that have been exposed to the mercury vapor from a broken CFL, such as the clothing you are wearing when you cleaned up the broken CFL, as long as that clothing has not come into direct contact with the materials from the broken bulb.
If shoes come into direct contact with broken glass or mercury-containing powder from the bulb, wipe them off with damp paper towels or disposable wet wipes. Place the towels or wipes in a glass jar or plastic bag for disposal.

Disposal of Clean-up Materials

Immediately place all clean-up materials outdoors in a trash container or protected area for the next normal trash pickup.
Wash your hands after disposing of the jars or plastic bags containing clean-up materials.
Check with your local or state government about disposal requirements in your specific area. Some states do not allow such trash disposal. Instead, they require that broken and unbroken mercury-containing bulbs be taken to a local recycling center.

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

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

Possibly this is understandable given this point here:

in many cases, immediately after the bulb was broken - and sometimes even after a cleanup was attempted - levels of mercury vapor exceeded federal guidelines for chronic exposure by as much as 100 times.