Never made one of the strobist kind, but yes very easy to make - but the
ebay sort are popup so it folds down flat and light. A box would not be a problem for using at home and would provide a more rigid structure, but its also a pain when you've got to carry lots of other stuff and can't put anything in the box itself (cause all its sides are paper

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Pbelarge - no problem at all and as for skitish luck plays a large part of it. However insects are cold blooded and we can take advantage of that. In the case of moths they tend to go very sleepy and also get cold after a long night - so early morning they can be increadibly docile. You can move them around, nudge them into position and they will quite happily just sit there and not want to do much but hold on to where they are and rest. So trapping at night and returning during the day can work, provided that I keep them stored in natural shade during the day so they don't warm up too quick.
Many insect shooters will head out very early to get drying butterflies and dragonflies as some species try to sun themselves to get the dew off their wings. There are also some who use fridges to cool insects down to a docile state - myself I don't use this method since it does run the risk of overcooling and killing the insect. Thus I'll use natural shade and cool spots when I can to aid cooling the insect - but I sit them in the warm before I release so that they can get back to their normal state of activity.
I fully expect some will try to fly off - the tent has some help there in that they are far more likley to hit a wall and start resting again. When you get to the middle of a normal day though most bugs are way to excited and active for such tactics to work. However bigger bugs like butterflies and bees can be caught out if you get a quick rainstorm - the sudden cold slows them down and it takes a while for them to warm up again. Butterflies seem to suffer a lot as well if they get wet and don't get into cover since their wings become soaked and far too heavy to fly.
this little guy for example I found on the middle of a country road, so wet he was visably having problems lifting his wings for a while. Even in that shot you can see water over his eye (he was very happy to crawl over my warmer finger and then hide under some brickwork when I left him)