Broken compact flourescent lightbulb?

um... ok... I just brought a bag down from upstairs and I found out just now that it had a broken compact fourescent lightbulb in it. I heard that these things contain mercury and I'm a little concerned. I've had the bag upstairs for a while, months even, and I have no idea if it got broken in there, or somewhere else. Should I be concerned about mercury poisoning, or anything else like that? I heard that broken lightbulbs like that are dangerous, and I just want to get some facts