I picked up a respectable swarm Sunday, used my homemade bee vac, and put them into a 10 frame brood box with new foundation. Come home from work Wednesday and the bees have swarmed OUT of the box, and into my shrubs. Get them back via vacuum into brood box, borrowing a frame of brood from another hive. Thursday, they take off AGAIN, leaving the larvae/brood comb behind. The swarm gathers on a banana tree on the edge of my veggie garden. I take a 5 frame NUC box with 5 of the frames and the brood/larvae from the 10 frame box I tried to start with, shake a few bees in, and the swarm heads in. All bees SEEM to be in the NUC box, and I can hear them. I placed some sugar water in the yard this afternoon in a 1 qt chicken waterer, and it is empty by nightfall. I didn't expect hiving a swarm was this tricky? Am I going about things backwards? Could the new box have fumes even though it was painted months ago with copper naphthenate? Also wondering what next? I really don't want the box in my garden, but not sure when to move it? I do understand the 3ft/3mile theory, and can move the box 20miles or so this weekend, or scoot it a bit each week into a better spot. I also wish to re-queen at my earliest opportunity. Any experience would be great. I'm going on one beek' class, too many DVD's and one year experience.