I'd argue, perhaps in vain, for either killing it or returning it to Carolina. This is an invasive species from what you said, and can be harmful to crops. Even Carolina isn't its native home, its Asia. While I don't know the mating habits of the marmorated stink bug, its possible it could lay eggs that have already been fertilized, and spread the species up to you. I mean, it probably wouldn't survive the winter, and even if it had eggs to lay it probably wouldn't be enough to start up the species, but still.
If you don't want to do the job yourself I'll bring my dog down there. He loves eating stinkbugs.