I have to disagree with some of the above posts. Squirrels (and other rodents) do NOT carry rabies. It has been a long time since I worked in an ER, but we never advised patients who had been bitten by rats to get rabies immunizations. To make sure, I looked it up before I stuck my foot in my mouth.
As far as eating squirrels, as long as they are cleaned and cooked properly, you won't get anything from them, as long as you don't eat the brains. Believe it or not, some people do. You can get slow viruses from any neural tissue (squirrel or any other mammal) even if it is cooked thouroughly. Symptoms may take years to start, hence the term SLOW viruses. Basically it is the same thing as Mad Cow Disease, "Gid" in sheep, and Jakob-Crutzfeld disease in humans.