Promptly place all bulb debris and cleanup materials, including vacuum cleaner bags, outdoors in a trash container or protected area until materials can be disposed of.
Avoid leaving any bulb fragments or cleanup materials indoors.
Next, check with your local government about disposal requirements in your area, because some localities require fluorescent bulbs (broken or unbroken) be taken to a local recycling center. If there is no such requirement in your area, you can dispose of the materials with your household trash.
If practical, continue to air out the room where the bulb was broken and leave the heating/air conditioning system shut off for several hours