There is a lost puppy in my yard...?

Ok, so i was kinda bored asking questions here on Yahoo and i went outside to water the plants in my yard. Then i saw a pure German Shepherd puppy frolicking in some of the plants. So i ask my neighbor if its their dog and they said no. What should i do with the puppy? I just can't give it to someone. Some wrong owner might claim it from me! The puppy looks very expensive but doesn't have a coller...any tips?