For CFLs, all you need is a mogul/socket adapter ($10 at Home Depot).
That CFLs are basically 'screw-in' light bulbs that screw into a mogul rather than a regular light bulb socket. Whats the difference? A mogul is basically a bigger version of a socket, meant to handle bigger light bulbs (such as a high power CFL ie. 125+ watts)
Buy your high power CFL, buy a mogul, screw the high power CFL bulb into the mogul, and then screw then mogul into the socket, and you're in business.
Once you get the bulb and mogul, it will be self explanatory. Very easy, safe, and reliable.