Global Warming Poley Bears Efficiency Lighting

[ltd]

Something happened last night which has never happened before, and it got me a little concerned.
In my lounge room, I turned on a light and was greeted by a blue flash, a large popping sound and then the sound of broken glass.
It turns out, the energy efficient globe had exploded. Luckily, the glass diffuser managed to capture most/all of the debris; preventing a shower of glass spraying all over the room.
The problem is, these things have mercury in them (around 2-3 grams), and mercury does not mix well with humans. I did some research and found it quite alarming the number of precautions that you have to take cleaning up the mess, including not vacuuming up any debris for fear of making the mercury airborne.
Now, I've had these types of globes blow before and it's not a problem to replace, but I've never had one explode. So, not wanting to be alarmist, I thought I'd ask the question here. Has anyone had a globe explode and if so, what did you do about it?

Also, can anyone reveal a source of the normal incandescent globes instead of the global warming, poley bears efficiency globes?