You have no doubt heard about phones popping, their batteries are far too small to violently explode sending shrapnel all over a room, but they can hurt you if they are in your pocket, or worse yet, cause a fire. Other consumer electronics have large lithium batteries also, and one such device, a portable DVD player, has shown a tendency to catch fire as well.
What do you do? Don't panic, don't freak out, just keep them on non-flamable surfaces when not in use, and have a charged fire extinguisher in the house. Chances are minuscule that it will happen to you anyway, on the grand scale of bad things, black plague, meteors and rampaging zebras are a much higher risk. Just be aware of the risks, and if the things feel really hot, let them cool off for a bit and you should be fine. µ