Make sure your hands are clean and wet. Oils and lotions on your hands can hurt a frog, while wet hands help its skin stay moist.
As long as the pond is shallow enough, it's best to sneak up on the frog from the water. If you approach from the bank, the frog can simply jump into the pond and swim away.
Cup your hands together and quickly pop them over the frog. Keep your hands cupped around the frog so it can't jump away. But don't squeeze it!
Dip your hands into the water now and then to keep the frog wet. And, of course, let it go after a short time.