How can I catch Locusts without them jumping out of the container?

I've got Locusts for feeding to my new Leopard Gecko, but they really freak me out. It's taking me forever to catch them as I don't want them jumping about my room! I've already tried a net and feeding tongs :/ I don't want to switch to dried locusts as I've heard they're not as nutritional.. Anything with more than 4 legs and I'm freaked! Any ideas?