No gun? Has Taxachusetts really gone that far? How do you protect you family in an emergency? The supreme court has ruled that police are under no obligation to protect any individual, just society in general. Perhaps you know somebody with a gun?
You can catch the skunk in a live trap outside your coop using canned cat food as bait. See if your county animal control will pick it up if you catch one. Alternatively, maybe your local police department or sheriff would dispatch it for you. If not, then you could just let it expire in the cage although thats pretty cruel.
Perhaps a better solution is to tie a long rope to the live trap and set it up on couple of 2x4s over a large tank of water, such as a livestock water tank or even a child's swimming pool. After catching the critter pull the rope so that the cage falls in the water.