It really depends on what you plan on doing with it. But here are a few concerns I have.
First off, do you realize that mercury getting into the atmosphere is environmentally bad? Do you have the appropriate environmental safeguards? I'm guessing that because you are "doing it outside" you probably don't.
Second, the simple fact that you are asking for advice implies you don't have the knowledge to do this safely. Why would you expect Yahoo! Answers to be a good source for information about protecting your health? If you knew what you were doing, you would know how to deal with mercury and you would (at the very least) know where to look for reasonable advice.
Look, I'm not sure you should be doing this, but if you insist on taking a risk, the first place I would go to is mercury MSDS (material safety data sheet). If you Google "mercury MSDS" you will find information on how to handle mercury safely, including what safety gear you need. Make sure you are looking at the correct MSDS as I'm sure the safety hazards of metallic mercury are completely different than those for mercury sulfide.
Again, you have to realize that mercury is not only a hazard to you, it can easily get into ground water or the environment, which is really rather unhealthy for you and all your neighbors. I have no idea what you are planning on doing, but it does not sound like you have the appropriate experience to be doing whatever it is, so it is probably a bad idea.
