Don't break it into pieces and breathe the dust. And don't eat it. Avoid doing those two daft things, and you'll be perfectly safe during disposal. The smoke detector itself is electronic waste, and should be handled accordingly: so find an electronics recycler, and give it to them.
It sounds like your local Kidde aren't being very responsible manufacturers when it comes to handling their product at end of life. It might be worth bearing that in mind, the next time you shop for fire safety equipment.
Handling varies by legislature. Here are some examples:
Within the EU
It's covered by the Waste Electrical and Electronic Equipment directive
Your local municipal waste handler or specialist recycler is obliged to have specialist procedures for dealing with electronic equipment - hand it over to them. If you buy a new one, the retailer may take in your old one at time of purchase.
Within the United States
The EPA in the US advise that:
The Nuclear Regulatory Commission regulates the radioactive materials in smoke detectors. Because the amount of americium in these devices is so small, NRC's regulations exempt individuals purchasing smoke detectors from licensing requirements including those related to disposal of radioactive materials. You can dispose of single, household smoke detectors as ordinary trash.
That's a pretty sloppy way to handle waste electrical and electronic equipment.
The following applies:
Individual (up to 10) smoke alarms can be safely disposed of in domestic rubbish. When more than ten smoke alarms are collected together for bulk disposal, they must be treated as radioactive waste and the requirements of the National Health and Medical Research Council's Code of Practice for the Near-Surface Disposal of Radioactive Waste in Australia (1992) must be met.