I've had 2 of these POS CFL bulbs catch fire. Both were less than 3 months old. Luckily, I was home both times or who knows what would have happened.
Apparently, I'm not alone. I did some searching and found this interesting 'warning' from the Ontario Safety Authority. It basically says, "yes, these bulbs do catch fire, melt, and emit smoke but don't worry ... we're not aware of any houses burning down as a result. Yet. "
http://www.cbc.ca/canada/story/2007/03/21/florescent-bulbs.html
Mine looked just like the foto in the link: the plastic was melted, charred and smoking and stunk the entire house up!