That is a tough question, "break the law" or "do the right thing". When I say "do the right thing" I mean end the animal's suffering. I personally would put the deer down especially if you are on private property or deep in the deer woods. I feel you would be giving due respect to nature by showing mercy to one of its creatures. As a further sign of respect you could even bury the deer in a shallow grave, or just let it be food for the other woodland creatures. Just my two cents...