CFL's contain a very small about of mercury sealed with in the glass tubing-an average of 5 milligrams, about the amount that would cover the tip of a ballpoint pen.
Mercury is currently the essential component of CFL's and is what allows the bulb to be such an efficient light source. No mercury is released when the bulb is intact or in use.
However if a bulb is to break you must leave the area right away so you don’t breathe in the mercury. Check out www.EPA.gov/mercury to see the proper ways to clean and dispose of broken bulbs.
Along with that is the importance of recycling the CFL's. They are very toxic to our environment if not taken care of properly. See www.EPA.gov/bulbrecycling for safe recycle centers, as always your local hardware store and Home Depot will take in used CFL's.