No I use a method called cervical dislocation. It's easy and doesn't cost any money unlike CO2. This is the video that I used to learn http://youtu.be/opwXJ7MgjPE It is kinda hard to get past the mental part. It took me 5 min to break the mental barrier on killing the rat when I first did it. Now if you REALLY want to go and spend money on CO2, get dry ice from a store, get a styrofoam cooler, get a mouse carrier cage (the ones that are plastic with holes). Put the dry ice on one side of the cooler (don't touch it with your hands, use tongs) then on the other side put the mouse/rat in the carrier. The dry ice will have filled the cooler with CO2 and have killed it. This method is expensive and usually only used if you are killing a lot of mice at one time.