There's a behive in my shed!

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Hi All! The other day I went into my shed a found a behive the size of an orange above the door (on the inside of the shed). Do any of you have any experience with getting rid of this thing? I've heard that when you try to destroy a behive, you risk getting attacked by a swarm of bees. I definitely don't want that to happen to me. What suggestions do you have? If I call an exterminator, how much should I expect them to charge me?