Plans to capture an asteroid and put in orbit around the moon:

http://news.sky.com/story/1074629/nasa-plans-to-lasso-asteroid-and-land-on-it

I read a news story about this the other day, I only pray that the moons gravity is strong enough to keep the boulder from crashing down to earth 

I doubt whether it will ever happen. Nice idea though.

See BABlog for more info.

NASA may not be up to the job but don't bet on one of the commercial companies deciding that this is a good idea and running with it.