Does it speak English? . . . LOL
Here's a link with a few pics, click on each pic, and it will say if it's domestic or foreign.

Here is a link that might be useful: Ladybugs

Maybe this one will be more helpful.

Here is a link that might be useful: Ladybugs2

Are you asking in particular about the ladybug you're trying to rescue, or ladybugs of the entire world?

It is the Asian ladybug that has become something of household pest in this country and I can tell you very easily how to identify them from our domestic beetles.

I'm not going to step into that one. If I say the whole world, I'd be lying b/c I'm unsure what these are and want to release them in spring.

Is there really such a shortage of aphids though?

But YES! PLEASE tell me how to tell them apart!!!!

Those were good links but I'm still in the dark.

If you take a good look at the Asian Lady beetle, you will observe a distinguishing pattern on the pronotum (the shield protecting the thorax). It almost always resembles an 'M' or a 'W' (depending on which way you look at the beetle). None of the other ladybug species have this mark. Since the Asian species is highly variable regarding color and number of spots (or any spots), this mark is helpful.

Asian lady beetles are also the primary species that we find in our homes, where they tend to make something of a nuisance of themselves. When outside, they perform just like any other ladybug, eating aphids, mites, scale, mealybugs, etc.

Whoever said that there is a shortage of aphids? (Confused about that comment.)

Here is a link that might be useful:

Did yours come inside your house to hibernate?

If so, they are more than likely the Asian Ladybug.

They will sometimes come in large numbers and fill a corner of a room (typically a garage or mudroom).

Someone told me that the asian ladybugs were always shades of orange and the native US ladybugs were medium red. Is that right?