I'm with Flash, vacuuming them up wont kill them, you need to empty that vac out as soon as possible, or you may have roaches in your vehicle/house.
I once got in my car at night and started driving the 2 mile trip to my house...and I heard something banging against the back window (inside). When I could see it silhouetted against the window, it was huge! I actually thought it must be a hummingbird, but I wasn't really sure what it was.
When I got home and into the garage, it was a giant moth--bigger than any I've ever seen. The body was as big as my finger! Normally I wouldn't be squeamish about killing a moth, but this thing freaked me out, and it was flying around in the car, so I decided to vacuum it, which worked, I figured it would probably kill it since moths are soft, right?
Well, I decided just in case I should take the bag out of the vac and toss it. So I put the bag on top of the garbage can and go inside to put the vac away and I come out and it's crawling out of the bag! I grabbed something and sprayed him with it which knocked him down I then I squished him. Anyway, vacuuming up roaches isn't going to kill them, that's like a ride at Six Flags to them.