How to keep a bird egg warm?

We found a baby egg near the bottom of a tree. IT IS NOT A DUD AND IT IS ALIVE. We can hear it trying to hatch. We know how to get it hatched so dont tell us that please :) We need to know how to keep it warm without a light bulb. We will be at school so we cant just with out hand warm it. If it hatches, What do we feed it? Mashed up bugs?