Um...it's a friggin' fly? They only have a 24 hour lifespan. Not that big of a deal. Now, I will tell you what is a big deal, the BIG HOUSE CRICKETS and jumping spiders that are like 6 inches across from leg to leg. Then you have reason to be scared. But if this is just a regular old housefly, then you are a coward.
Boss
Put on a cup to be safe, I don't want you ending up in the hospital. Insects can fight dirty too ya know
Idiot-Finder
Ken Griffey Jr. tried that once, almost became a female and it made me cringe at the thought.