I'm not a fan of "stunning" feeders, I aim to kill them. I hold them by the tail and slam them against the edge of the counter, but I rarely prekill, I just feed live if they won't take F/T. Since you're new at it you can put it in a pillow case and smack it against a solid surface as hard as you can. But like others have said you could chicken out and not do it right and wind up making the rat suffer more than they would if the snake had killed them.

If you don't want to feed live and your snake will only eat freshly killed rodents I'd check out the stickies in the DIY section on making a CO2 chamber. At least then they'd die painlessly.