The things are annoying, but are generally stupid and easy to spot. They are very loud and they'll just fly around aimlessly it seems if they do.
Grab a peace of toilet paper or paper towel and VERY GENTLY capture it inside the the paper, they typically won't attempt to fly away or struggle. Try your best not to squish them in the very slightest, that will release their stink. Proceed to flush them down your toilet.. don't be a hippie and let them go back outside.. there are enough of these fucks as it is.. kill them off.
Try to avoid vacuuming them. It is a surely violent death and their stink will no doubt be released.. you run the risk of some of it escaping the vacuum. If you are lucky and it doesn't escape, you will have to deal with the stink later whenever you empty it or possibly use your vacuum again.
http://en.wikipedia.org/wiki/Brown_marmorated_stink_bug
Originally from Asia, sneaked aboard some various shipments of junk and found itself in Pennsylvania/New Jersey several years ago. Year by year they continue to spread and become more dense in number. Pretty much nothing will eat them.. at least not a second time.. animals learn not to continue to go for this little fucker once it gets a taste of its horrid stink the first time. The main predator that DOES eat it is not native to the U.S. (some kind of wasp), but introducing it here can take time and may not be desirable in itself. If you are worried that they are inside and may eat up your clothes or something, don't.. they just like the warmth of your house.
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DAMN!