Actually, the cocoons you're seeing are from
wasps that have already eaten their way through
the caterpillar and then emerged. Adult wasps
will emerge from the cocoons and fly off in
search of other caterpillars.

A good place to toss them is actually out in the
open grass where you'll make some bird happy

If you want to find pictures on the web, try a
Google search on the terms "Apanteles" (their
old name) or "Cotesia" which is their current
scientific name ("Cotesia congregatus").