They last a long time, but not forever. Compact Fluorescent bulbs contain mercury and need to be disposed of properly. Disposing them improperly will lead to more environmental hazards than you want to be responsible for.
Your best bet is to see if you have a municipal recycling center in your area that will take them off your hands. I am lucky enough to have one in my area that will take the bulbs and other hazardous products back and handle them properly. You can also return them to IKEA if you bought them there, but most retailers do not yet have programs. You can help to get them started by calling store management.
Most of all remember not to simply toss them in with the rest of your trash.
Read this article over at Lighter footstep that will get you thinking.