Absolutely silly that you have to go through that just to get your poor snake a decent meal isn't it! If you think the one is pregnant, check out our Feeder threads....there's an FAQ and tons of good info there about mouse reproduction. You might want to keep her if she's preggie and get some future feeders out of her even if after she's weaned them you then feed the female off.
Regardless of what you do, I'd suggest feeding and watering feeder prey from a pet store prior to feeding them off. You don't want your snake faced with a half crazed, hungry, thirsty prey item and most rats/mice tend to come out of pretty overcrowded tanks in pet stores. Make sure your snake is alert and aware, evening feeds when a nocturnal snake is naturally awake are in my opinion the best time to feed live prey. Do put the prey on the opposite side of the enclosure, not dropped right in the snake's face. Keep a watchful eye but don't hover over as they may put your snake right off it's hunting instinct and more into triggering it's "ack the big human is gonna eat ME" instinct. Of course you only put in one live prey at a time.
Have a good look through our husbandry section and you should find tons of threads on safe methods for live feeding (the search function is wonderful here).