[StevenG]

You might have squished a couple between the box and limb releasing alarm pheremone. To test the theory smash a couple bees on your sleeve or hat. Please take pictures cause that is really funny to everyone else than you.

:lpf: And Hoxbar, if you do that, I have a bridge over the Red River I'd just love to sell you! Real cheap, by the way!

Last swarm I hived, I put the hive box under them, wore veil, no gloves, long sleeved shirt though... Grabbed the branch they were on, gave it a quick shake, down they went into the hive. Brushed the rest off the branch, and good to go! Like Mike B. says, "usually..."
Regards,
Steven