I get phone calls all the time from people who find injured mice, orphaned mice, etc. I will sometimes take them, depending on the situation, but every time I've dealt with a "mouse patient" they come with some kind of mite or parasite, or bacterial/viral issue that I have to treat. They stay in my shed that I've modified for the animals I rehab, away from my house and my other animals.
Even if they're frozen, I wouldn't risk it. Just from the experience of having to deal with them occasionally, I don't recommend it at all.