Here is a picture of how to setup a CO2 chamber for euthanizing mice/rats.




the CO2 comes in from the right and air is pushed out the tube on the left into a bottle of water. (the water is used so no CO2 escapes into the air while you are standing there and so the tub doesn't pressurize.

With this process you must release the CO2 slowly otherwise it is very painful for the rats. You want them to sleep first then die.