What do you do when their "gifts" aren't yet dead?

[GetStuffezd]

I can cope with anything dead! But not poor little sparrows that are mauled but still alive. I should have knocked it on the head maybe but I just couldn't so I nestled it into a dense hedge where it will probably die. Ugh, feel bad. And the cat hates me for ruining her game. Do you put the little animals out of their misery?

Sometimes. They'll generally likely be in shock from the attack, though, so I wouldn't feel so bad for letting them be.