Bugs... but definatly not Bunny

I have a very unwelcome guest rooming with me. They have been here for about 2 weeks now and I can't stand it anymore. This thing that is staying in my room is unwelcome, elusive, dirty, gross, and quick. This thing is worse than a weekend with the in-laws! This very unwelcome house guest is a centipede. That's right; I have a huge centipede in my bedroom. It has been there now for at least a week and a half and it's creeping me out! I hate spiders and centipedes more than I hate any other crawly thing and to know its there is bugg'n me out for real! My dad came and tried to kill it when it made its first appearence but had some difficulty. In my head it died or went to a different room. (Denial-maybe.) Then about 1 week ago it re-appeared. I was sleepy so I thought "this is my room bug, and there's not room for us both!" I got close, it darted, and I did the girly ick dance and ran to the other side of my room. It got away and again, I went back to denial. Well, last night when I woke up at 3:20 AM for work it was back! This time I took a different approach. I simply went into the bathroom to brush my teeth and told myself "if I don't see where it went I won't know where to avoid." I came back and sure enough it was gone! I want it gone!!! All my dad says about it is "at least it's eating all the other bugs." That grosses me out even more cuz obviously this beast is eating pretty well then.
I am 5 min away from fumigating my room! Nasty!!!! Now, I know I'm much much bigger than this blasted thing but I just can't do it! Its about 2 inches long and it is one of few things that I just can't deal with!!!