If the bear trap doesn't stop the alien from running off, a net certainly will.
The town doesn't seem to have any fishermen, but you may get lucky by checking out locations near the river.
You can see it on the world map - it's in the top left.
You'll find a net on Earl's farm - the only issue is that Earl's using it as a hammock, and is too comfy to let it go.
When you ask how the farm is going, Earl laments that it's boring.
He also says that he enjoys fishing, but the water level has been too low lately.