No, I am pretty sure you have a right to shoot a dog harrasing and killing your livestock. Some folks will recommend SSS....shoot, shovel, shut-up. I can't say we wouldn't do exactly that. If you have a good relationship with your neighbors, you can talk with them and let them know the dog has been over and if you see it again you will have to do something. Unfortunately, most people think that it is theie right for their dogs to run loose and it may be more trouble than it is worth to talk with them. Good luck!
