Here are the EPA’s recommendations for cleanup:
Safe cleanup precautions: If a CFL breaks in your home, open nearby windows to disperse any vapor that may escape, carefully sweep up the fragments (do not use your hands) and wipe the area with a disposable paper towel to remove all glass fragments. Do not use a vacuum. Place all fragments in a sealed plastic bag and follow disposal instructions above.
http://www.nema.org/lamprecycle/epafactsheet-cfl.pdf
My only question is this:
I realize it would be unusual for a bulb to break in a carpeted area, but say it hit a table, shattered and the fragments fell into the carpet.
The EPA says not to use a vacuum. Okay, now what?