If you have other pets, you might check with your veterinarian. Otherwise, I'd suggest contacting a licensed wildlife rehabilitator. You can find a local one at:
http://web.extension.illinois.edu/wildlife/professionals.cfm
Just a note, having wildlife as pets in Illinois is illegal unless you have a permit from the Illinois Department of Natural Resources. Most people don't know that, but a rehabber or vet may ask you how you came to have the squirrel.