Step 1: Tree sources
First, go out to your backyard. Find a tree that your cruel, heartless parent (lol) is about to pull and offer to replant it. That's what I did. Or go to a field or other generally well-tended boring grassy place and rescue a tree from there.
Remember, don't ever take a tree from somewhere it will be happy. It will be fine there. Go find one in danger.
BUT DON'T PULL IT YET.
Step 2: Rescuing a tree
Find your tree, and estimate the size of its root ball. Then using your shovel, draw a circle about 200% bigger in the ground around it. Dig all the area in this circle up, trying to keep it in on piece as to not hurt the root ball.
Then pick up your tree from the strongest part (probably supporting the bottom of the roots and the bottom of the "trunk", and brush as much dirt and bugs as possible off the roots. Then plonk it lightly in your pot and put the soil you brought in. Water the tree, pat the dirt you dug up back into the hole, and leave with your new friend.