The same thing happened to me about 10 years ago. I pulled onto a main street, got up to about 30 mph and bang, the engine shut off. I pulled over and eventually found that the rotor had come off and broken. My cap wasn't blown out like yours. I remember I had a Blue Streak cap and rotor at the time. Now I have MSD parts and no problems.
I'm glad it wasn't anything major,
paulie
edit: maybe a tiny dab of loc-tite on the screws would be a good idea?