Why do you need to set free one moshling when you get another one

Because you can only have 3 Moshlings around your Moshi Monsters house. If you already have 3 and you catch another you'd like to keep, then you need to set one free so you can welcome the newest one into your house. Either that or you can become a member and get a Moshling Zoo where you can keep all your Moshlings that you catch and you can choose which ones you want around the house without setting another free.