Animals that are coyote-sized or smaller should not be skinned or gutted—except by a professional. Small mammals, especially carnivores, will spoil quickly as a result of bacteria and their thin hide.
If you can't take the small game animal immediately to a taxidermist, it's important to freeze it in a plastic bag as soon as the carcass cools completely. With the rabies epidemic that is prevalent in many areas of the country, you should take every safety measure possible when handling your game.