First, I would check on the regulations in your area.
Second, I would try to duplicate the environment that the frog lives in. You might be able to find specific information for you species here:
http://allaboutfrogs.org/info/species/
Third, I would not feed your frog or future frogs outside. You won't be able to guarantee the quaility of the bugs. You can purchase various size crickets either from your
local pet store or through the internet. I reccommend
http://reptilefood.com/reptilefood/default.asp
As soon as you get your crickets, you will want to feed them a high quality cricket food. The better you feed your crickets, the better you feed your frogs.
If you are able to post pictures, we are suckers for pictures.
I hope my comments help.