Ryan's right on the money- definitely don't release it. Given the distance from Ohio to Quebec and the tremendous waste of resources and pollution created by driving it back, that seems terrible to me. It's not like DeKay's are a rare species!
Adult DeKay's aren't too tough to keep as long as you have access to worms, but juveniles take more effort- feed frequently! If you don't feel up to the challenge, perhaps you could donate it to a local nature centre or outreach program that might be able to make use of it in an educational capacity.