This wasn’t supposed to happen to my CFL for another couple of years.
I think that I changed all of the lightbulbs to these energy efficient lightbulbs in 2003 or 2004, while it’s still one heck of a long life for a lightbulb that has been used probably most in my place (it’s in the bathroom) the packaging label that it came in stated that it would last 7 years. Meh…it’s still a less costly way to light my place.

1. Did it overheat? They can do that. Sometimes if you turn them off for a while and let them cool down a bit they’ll start working again.
2. Did you dispose of it properly?
I doubt that it overheated, nothing happened to them out of the ordinary and since the six others in the bathroom are doing just fine I’ll assume that it was a fluke.
It’s still in the socket, and I need to look into the proper way of disposal.
Just don’t break it open and make strangers sniff the powder that’s inside. Apparently that’s a no-no.
Proper disposal? I fear I may have violated some ecological rule because I got rid of one not too long ago and just threw it away.
I applaud your use of the cfls, Beehive. I had been using the lightbulbs in my garage and storage room for the last year, but it was only in the last few weeks I finally put a few in the house. Sometimes the light reminds me too much of work, but they are definitely a good way to go. Besides, I drive a Prius, use canvas grocery bags (usually…when I remember to bring them in from the car) and recycle whatever I can, so I feel like I should use the bulbs too. I’m not an eco nut, but every little bit helps. I hope.
Todd, the inside of CFLs contain mercury, so it shouldn’t really touch the skin or end up near a water supply either.
Susan, I noticed that when I switched to all CFLs that my electric bill went down noticably, so I felt as though I was cheated the system to get my light.
Energy Star info on CFLs http://www.energystar.gov/ia/partners/promotions/change_light/downloads/Fact_Sheet_Mercury.pdf