Place cuttings of parsely in a bottled water with a narrow neck.  Carefully place your caterpillar on the parsley.  As you do this, make sure you cork off any spacing between the plant sprigs and the neck of the water bottle with facial tissue wads so that the larva can't crawl down the plant and drown.  Make sure that there is plenty of parsley to feed your caterpillar for roughly five days.