Scratching

There is scratching coming from our walls. Very. Loud. Scratching.
Matt was first convinced it was Houdini. Only, there is no way for him to have gotten in there. I think it's a rat.
I'm disgusted. I'm freaked out. I, quite frankly, don't know what to do. Do we call housing? Do we call the exterminator? What do we do?
When I was growing up, we had scratching and thumping in the walls. It ended up being a big ole rock chuck who was stealing our cat food and living in the wall. We caught it with a fishing net when it came out from the hole it was using to access the wall, and were going to take it to the lava beds to set it free. It escaped before we could take it. We saw it once, in our yard, after that.
I doubt we have a rock chuck. I don't even think those live here. Maybe we have an armadillo..but I highly doubt it. I'm thinking a rat is much more likely. GROSS.