It's easiest to separate generation of fibonacci numbers from testing for primality. Here's a Python implementation of the Miller-Rabin primality test:
def isPrime(n, k=5): # miller-rabin
from random import randint
if n < 2: return False
for p in [2,3,5,7,11,13,17,19,23,29]:
if n % p == 0: return n == p
s, d = 0, n-1
while d % 2 == 0:
s, d = s+1, d/2
for i in range(k):
x = pow(randint(2, n-1), d, n)
if x == 1 or x == n-1: continue
for r in range(1, s):
x = (x * x) % n
if x == 1: return False
if x == n-1: break
else: return False
return True
Then it is easy to generate fibonacci numbers and test them for primality:
a, b, f = 1, 1, 2
while True:
if isPrime(f): print f
a, b, f = b, f, b+f
It won't take too long to find the 22nd prime fibonacci number:
357103560641909860720907774139063454445569926582843306794041997476301071102767570483343563518510007800304195444080518562630900027386498933944619210192856768352683468831754423234217978525765921040747291316681576556861490773135214861782877716560879686368266117365351884926393775431925116896322341130075880287169244980698837941931247516010101631704349963583400361910809925847721300802741705519412306522941202429437928826033885416656967971559902743150263252229456298992263008126719589203430407385228230361628494860172129702271172926469500802342608722006420745586297267929052509059154340968348509580552307148642001438470316229
You can see the program in action at http://ideone.com/L1oQgO. See A005478 or A001605 for more.