As usual MA law is a little tricky, as per the link above, it is legal to take Sunfish as bait fish, however, at the same time, it is illegal in MA to keep any wild animal as a pet, but the way it is written, it could be argued it only pertains to mammals and birds. Now, I guess you could always make the argument that you are keeping them for later use as bait, but I'll leave that up to you to decide.