I third that it is a Hyla squirella. If you can take on the responsibility of the frog and take care of it, then keeping it, to me, would be no harm. However, if you don't want to take on the responsibility then I would suggest releasing it back into the wild. And if you're going to keep the little one - then I would suggest finding a nearest pet store to start buying insects from instead of from outside. There's no telling what pesticides those insects could have been exposed to...