The nest and eggs are protected by federal and state laws. It is illegal to remove or destroy them. Because the buildings need to be finished, I would suggest that you contact Ray Eisbrener, the Illinois Department of Natural Resources district wildlife biologist covering Lake County. His number is (815) 675-2386 EXT 215. I forwarded your question to him, so he is expecting your call. Ray will be able to guide you on what steps to take next.