There is a negligible amount of mercury in a typical CFL; trace amounts, really. You'd need something like 100 CFLs to equal the mercury in one thermometer (that have been broken off in countless baby's posteriors to no ill effect). And unless you injest it, it's not going to hurt you. Certainly not tiny amounts that might get brushed off the broken bits of glass onto the the carpet. It's really a non-issue.

Multiply this by billions of bulbs in hundreds of millions of homes and it adds up, but the impact to YOU is nothing.