Thank you so much cudafied for all your advice that you e-mailed us. We decided that the right thing to do is to put lost baby rabbit signs around with our phone number in the area. If the right description is mentioned then they of course deserve to get their pet back. If nobody claims it, then we will keep it and go have the vet check it out. Whoever owned it, took good care of it before we found it.
Meanwhile our cat is getting along well with it. Seems to be liking it. So no problems with him.