contact lenses don't have to be rigid to break in your eye. Sometimes they rip.

As for the original question, I've never had this happen to me personally, but I can't imagine having a torn lens in my eye and then putting another one in. Probably the best thing to do is to get a friend you trust and who isn't too squeamish to help you get all the fragments.

If that doesn't work I think a trip to the emergency room is in order.