I hate seeing any animal in pain, but I too understand that a terrier will be a terrier. Jackson often chases bunny rabbits in our back yard and tries to hunt them down. He has yet to catch one. But he did catch and kill a bird.
I was sad... but then somewhat proud that he actually caught (it was on our porch), but I was definitely freaking out... I don't LIKE that he wants to kill other small animals, but I know it's just nature, and his instinct. And in some way it's cute that it's still there, to me.