Sean, There's no short answer for this in IL. The best thing to do is take them with you and utilize them as best you can. When in doubt follow the rules as laid out in the fishing digest.

However there are two places I can think of off the top of my head (Rend and Carlyle spilways) that have signs posted suggesting you throw them back. The intention here is that people don't leave unwanted fish on the bank or ramp.
I also have heard a CPO, that I won't name, say "I can't determine if that fish will live." Meaning that if we were to throw a shot fish back, it wouldn't necessarily be against the law. NOTE: this was one CPO. The one for your area might feel differently about this.