You put them in a jar and use them as a flashlight.
That's what we did as kids growing up in southern Tenn.
It was actually more fun to chase them, though :)
But we usually let them loose when we had to go inside for the night. :)
Once though, my little sister put some frogs in one of those toy purses that snap shut....and forgot it for a few days. Ewwwww!