My dog is useless as pest control. When she was a pup (about a year old), we were swarmed by a bunch of flies one day. The poor dog spent the better part of an hour trying to push them all together with her nose (she has collie in her). Unfortunately, she pushed one fly a little too hard, straight into a wall, and, well, squish. That was the last time she tried to herd flies.
A couple of years ago a field mouse got into the lobby of my building. We were just coming in, when a neighbor stopped us, asking whether the dog could catch the mouse. I told her to find it`, so she proceeded to search for crumbs of food, completely ignoring the mouse. It wasn`t until the mouse ran between her legs that she reacted - she jumped 10 feet in the air and ran away. She`s a real girly girl. ;-)