So this was really weird. I had my window open and I was in bed reading when I heard a strange rustle like the wind on the blinds. And I looked up and this bat was doing laps around my room. I tried to catch it with a hat for a little while, but it wasn't happening. so I waited and it eventually stopped and "perched" in my closet. I put some gloves on and grabbed the little guy.
For being the size of a mouse he had some serious teeth. I could see why people are afraid of them. So he freaked out a bit making these weird squeaking like noises and then he settled down and hung on my hand like you can see on the last picture. He hung there for a few seconds with my hand ouside the window before he came to his senses, crawled to the top of my hand and flew off. So I guess that is why you don't take the screen off of your window..