I feel dumb, he probly did mean mice. Yeah plastic bags work. I buy mine already frozen, and when I get them I put them in these things called clear cans. I got big ones, stores like 7 adult mice. Wouldn't hold many rats at all. I dunno if freezing rats in them would cause them to latch together.
http://www.crownbolt.com/assets/images/ClearCan_5.jpg