ORIGINAL: Paul L Mohr
A regular straw or hay bale from a farm is not going to stop an arrow from a modern bow, especially with a broad head on it. That was the problem with your carpet as well. If you do use carpet or a heavy tarp it needs to be on the back of the bale, not the front. It need to be able to move when the arrow hits it to absorb the energy. Putting it on the front will do nothing. Probably won't work with broad heads anyway because they will just slice a big hole in it. Works pretty well for field tips though.
The safest and smartest thing to do is shoot in a safe direction, never trust a backstop. Number one rule in weapons safety is knowing what is beyond where you are shooting. If you don't want to shoot your house don't shoot at your house, pretty simple really.
Paul
I wouldn't advise shooting broadheads into a hay/straw bale, but mine stopped field point arrows out of my CR334 just fine (365gr @260fps). Granted I had three cinched tightly with a ratchet strap. However, it doesn't take long to develop soft spots and holes, and eventually passthroughs, so you constantly have to move around the bales (never shoot in the same spot for too long). That's why I use a Morrell field range bag now[8D]