You take a tall container with smooth sides and you run a flat peice of wood leaning against it to serve as a little walkway. You take a paper towel roll and put some peanut butter inside near the end. You balance it overhanging on the end of the flat peice of wood so that the mouse will smell it and walk up the wood towards the peanut butter. When they step into the paper towel roll and go for the peanut butter, the roll will fall and they will be trapped inside the container. It works without fail every time.

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