I think this might be a little exaggerated. This is from GE's website:
What should I do if a CFL breaks?
Because there is such a small amount of mercury in CFLs, your greatest risk if a bulb breaks is getting cut from glass shards. Research indicates that there is no immediate health risk to you or your family should a bulb break and it's cleaned up properly. You can minimize any risks by following these proper clean-up and disposal guidelines:
* Sweep up—don't vacuum—all of the glass fragments and fine particles.
* Place broken pieces in a sealed plastic bag and wipe the area with a damp paper towel to pick up any stray shards of glass or fine particles. Put the used towel in the plastic bag as well.
* If weather permits, open windows to allow the room to ventilate.