What you have is not a "stink bug", but the Box Elder Bug, an insect that eats the pollen of Acer (maple) species trees and then finds some sheltered place (our houses) to spend the winter. The only means of control necessary is to seal up all points of entry on the outside of your house, and as my wife and I do, capture the wee buggers and either flush them away or squish them and toss them.

Here is a link that might be useful: Box Elder Bugs

Thanks Kimmsr for your answer. However, the link you send me is not the bug that I find in my house. Here´s a link with a picture of them: http://www.dirtdoctor.com/view_question.php?id=666
I guess I have to find any holes or points of entry....But...how is the fireplace on its top? I´m not sure because I´ve never seen it, but I guess it shouldn´t allow the entry of bugs.
THanks so much for your comments!
Rocio

Hmmm, I've not run across anyone having the real Stink Bugs in the house, Harlequin Bugs, Box Elder Bugs, Lady Bugs, bit normally these Stink Bugs winter over out in the fields, not inside our houses. But they still come in through the cracks and crevices we all have in our houses, though I doubt the fireplace chimney would be one. A place for squirrels, chipmonks, raccoons, skunks, etc. yes but usually not insects.

Brochymenas often come up in questions about home invaders, along with other stinkbugs. There are many avenues of entry, as I am sure you can imagine.

When we first moved into this house, an assortment of unwanted visitors seemed to show up in the fall and winter. We did some simple things like installing a very tight storm door (no more ladybugs after that), and inspecting (and repairing) the chimney flashing and cap. No more centipedes after that.

New weatherstripping on the entry door to the garage was added, too. End of spiders!

If you have overhanging trees, you may want to have an arborist do a bit of trimming. Inspect all of your windows, recaulking if necessary.