You do not have to throw our your mattress. I'd suggest doing the following:
1. Spray the mattress, box spring, bed frame and nearby furniture with a knockdown spray. I recommend Sterifab as it has some good independent research behind it. It is an alcohol based spray combined with a synthetic insecticide. The 1st resource is a link to an online vendor for it. The spray runs about $10 a bottle.
2. If you have a hand steamer and vacuum, before spraying, vacuum all the crevices of the mattress and box spring. then followup with the hand steamer. follow with the knock down spray
3. When dry, buy zippered encasings for both the mattress and box spring.
You do all of this, and you'll be bed bug free. As an extra step, I suggest using a good residual spray as well on nearby furniture, along the baseboards as well. In fact, I'd follow the full treatment protocol outlined in the attachment just to be safe, but that is your call.
Bed bugs spread fast. I'd suggest treating the entire room. You can do it for under $100 if you buy the right products, use mattress/box spring zippered covers etc. If you leave a comment on the http://www.bed-bugs-handbook.com the site I edit, I'll be glad to answer any questions you have regarding treatment.