That is either creepy or awesome. Were they alive or dead?
Dead. I was in about fifth or sixth grade, and had just taken a kids' entomology course at a community college, so my interest was sparked then as a result. I would go out and trap new and/or interesting insects (got stung by five types of bees/wasps as a result lol), then I would bring them home and put them in the freezer. It offered two advantages: it left the bugs intact and it seemed to be the most humane way to kill them (as screwed up as that sounds).
I had a shoebox lined along the bottom with paper towel (to provide a layer for the pins to anchor themselves in), and put moth-balls in the box to slow decomposition.
Eventually I got too bored to keep the collection going and decided that the arthropod carnage I had been causing wasn't worth the slight feeling of guilt, or the time and effort to expand the collection beyond one shoebox.
Probably creepy, but in my mind it was a valuable life experience in a few ways.
Also, my fifth grade teacher is the one who gave me the (living) argiope spider. He apparently thought it was worth-while to fuel my interests, which I now appreciate a lot.
EDIT: One other cool thing I found was that the wasps/bees I caught and mounted (with a pin through the thorax) had their stingers somehow extended, so you could compare the different sizes and shapes of the stingers.