Sweep up debris, place in trash. Oh, but that's right - you can't use incandescent bulbs for lighting any more, because they contribute to Anthropogenically- Caused Global Warming! Nope, you have to use compact fluroescent bulbs now. Fortunately, cleanup instructions are available. Gosh, in order to be "environmentally-friendly", you need to call in a hazmat crew to remove a broken lightbulb.
As a precaution, consider discarding throw rugs or the area of carpet where the breakage occurred, particularly if the rug is in an area frequented by infants, small children or pregnant women. Otherwise, open windows during the next several times you vacuum the carpet to provide good ventilation.
Oh, there's an "environmentally - friendly" solution: open the windows and dump toxic mercury all through your neighborhood! It'll show everybody how "concerned" you are about the environment.
