Then use chopsticks. Duh.

If you use only one hand you can catch the fly (alive) inside your hand (need some training) then you open the window and let it go.

I always get a mystic sense of pride when I manage to capture a fly alive with my hand. It's like I'm a ninja of some sort. Of course the worst part is figuring out if you caught the fly without letting it go. I can never tell if it's in may hand or if it got away until after I open my hand.

Or feed it to your lizards, like my friend used to do.

I only do that for spiders. Flies not so much.