Wayne was right in suggesting pinky mice (newborn mice that you can buy at any pet store with the possible exceptions being the large chains that were forced by PETA to stop selling them).
If you are correct and it is a Ratsnake then you will not have any luck with insects. Ratsnakes are constrictors and feed only on mammals, birds, and occasionally reptiles.
If you do not have any luck feeding the snake pinkies at first then there are a few things you can do. Most people feed their snakes frozen and thawed out rodents (you can buy 50-packs of frozen pinkies at most of these pet stores). One trick that sometimes works with stubborn feeders is to rinse the pinky off with luke-warm water to get the mouse smell off the snake. Then puncture the skull of the pinky and rub its brains all over the body. Leave this pinky in with the snake overnight and hopefully it will be gone in the morning.
If you try that a few times and it still does not eat another thing you can do unless you think it is too cruel is to buy a live pinky and place both it and the snake in a deli cup (with airholes) over night.
Hopefully after all of this you will have had success. Once a snake gets started eating it is a lot easier to feed it successive times. A snake that size should probably be fed one or two pinkies every 4-5 days.
If you keep the snake into adult hood then know that you should never leave an adult rodent in with a snake unattended as they can cause serious harm to your snake if not eaten right away.
Lastly, if you try both of the things I mentioned a few times each without luck OR if you do not think you will be able to provide the snake the food it needs then please, do what is right and release the snake into the general area in which it was found. There is no good excuse for letting a wild-caught snake starve to death. People who have had snakes for a long time sometimes force feed hatchlings once or twice to get them started on the correct food but without proper experience you can injure your snake quite seriously in the process.
Also, what makes you positive it is a ratsnake? Is there any way you can describe it for us or post a picture?
Thanks for asking!

