I'm petrified of them too and have spent many summers sweltering with all the windows shut.
I don't usually buy from those catalogues they put through the door but I found a net that sticks to a strip that you stick round your window frame. It was only a fiver so I'll give that a go.
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Don't bother with the window net if you have cats, ours had been clawed off at the cat had escaped out the window this morning.