I think the way most bee keepers handle them is to put a box with pheromones near the swarm and they naturally stuff themselves in the box. That's the way I've read they capture swarms anyway. I was considering getting a bee hive a little while back and I read and watched videos on how they do it. When my wife found out I was thinking about getting bees she made it clear that wasn't going to happen. She's pretty good about most things I want to do but I could tell this wasn't one of them.
Yeah, we love honey and I love to see my garden get pollinated, but there is absolutely no way I will ever get past my fear of bees to be able to keep them. I couple years back the local news reported on a missing hiker and his dog that had been found stung to death by thousands of bees. I just can't get past that.