For that matter, I routinely rescue insects, particularly spiders (I think they're beautiful and make interesting webs... to kill other bugs, I know...)
Glad to hear I'm not the only one who does this. I'm a schoolteacher, and my policy there is "catch and release" too.
Shari
I used to have an "insect cup" (a styrofoam one) in my office, to help catch and release bugs (my students--college age---sometimes freak out if a bee flies in the room, but I save them!)