To be honest, I'd probably take a lot of interest in the cockroach: wondering how it got in, figuring out how it was put together (biology) and generally wondering what species it was (etc.). Sure, that's not the normal reaction, but whatever. If it threatened or annoyed me (particularly threatening the safety of my foodstuffs), I would likely kill it though. *shrugs* I've never actually had to deal with cockroaches in real life (thank goodness).