There's a fly in my lamp!

There's a fly in my bedroom. It's dancing around my new lamp (thanks, Mom!), and bugging the hell out of me.
Why do they do that? Why can't he just settle down? Or, better yet, he should just get his little fly wings and fly out of my bedroom, and head back outside the way he came inside.
I'm watching Castle and Hawaii 5-0, and this fly is making it difficult to concentrate. Isn't it kinda weird that when a fly bumps around in a lampshade, it makes a thumping noise? I thought flies would weigh too little to make such a decisive noise. But, there he goes again. Thump. He must be getting a headache. And tired. Do flies take naps? This little guy should totally take a nap.
I'm going to go get another cookie.
Hey. I'm back, with my cookie, and the fly is gone. He must have followed me into the kitchen. Well, the joke's on him; I just grabbed the last two cookies.
Maybe he left the house.
Now, I miss him.

UPDATE, 11:25 p.m.: I just killed him. He came back into my room, and stopped on the wall right next to me. I didn't think I'd get him, but I've been so ninja-like lately with my reflexes, that I shouldn't be surprised that I did. I feel bad.