I do. You don't have to, but keeping it warm helps. I just push the rat into the substrate and nestle it against the bottom of the tub, close to the hide but definitely not inside it. Soemtimes you come back in the morning and it's gone, sometimes it's not. If you come back and it's still there, just toss it. It's not safe to freeze and re-thaw (decomposition sets in and bacteria grows) after it's been out all night, so you'll just have to eat the loss.