In my state pet stores can not take native species. It is illegal, and I am assuming it is in Texas as well. If I were you, I would contact your local animal control and ask if they know of any local wildlife rescues.
An Anole is not that difficult to care for if you do decide to keep it. Crickets are usually .11-.20 cents a piece depending on where you buy them. Worst case scenario it can survive in a small space until spring, it just needs food, warmth and humidity. You can achieve those with warm wet towels over the top of the tank. It should have substrate, but I suppose if you have nothing else a towel would work too. But this would only suffice short term, if you want to keep it you need at least a 10g, substrate and a heat source.
I should add a disclaimer, I DO NOT have an anole, but I work in a pet store that sells anoles.
Last edited by NeptunesMom; 12-28-2012 at 05:00 PM.