Ok, never had to deal with them before, What should I do when I catch one?  What does Virginia Fish and Game want me to do with them.

Don't release it and call the VDGIF's 24 hour snakehead fish hotline - 1-800-770-4951.

http://www.dgif.virginia.gov/fishing/snakeheads.asp

I could be wrong but last i heard you don't have to call no more just have to kill it. I know there is a few guys here who love to fish for them. They also love eating them.

Anything but release. I prefer to eat them.

release it, kill it, doesn't matter. As far as I've heard it's not actually illegal to release them, only to possess them. Either way, it's not going to do anything to curb their presence in the Potomac. When I catch one I kill it and throw it on ice. They are pretty good eating.