dashboard, yes, a praying mantis is an insect. They can be kept as pets. My brother had one, but I really don't remember for how long he kept it, where he housed it or what he fed it. The only thing I recall is the dang thing chasing me around the porch. It would even use it's little arms & hands to box me in the head when it would catch me! I hated those things when I was little! LOL!
Pocs, that's funny about your kids hoping to see the female bite the head off of her lover! 
Okay, I decided to look up more info on these things as pets. Here's some interesting info on them: http://exoticpets.about.com/od/mantids/p/mantids.htm
http://www.ehow.com/how_2306326_keep-pra...s-pet.html
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