Ask Mr. Smarty Plants

If you are getting wood roaches delivered with your free hardwood mulch, we think "free" may be too high a price.

From the Las Vegas Review-Journal, an article on Pests are price to pay for using wood mulch

We are gardeners, not entomologists, but we do recommend mulch quite frequently for gardens, so we will try to address this problem. We found several expert articles on the subject, hopefully one of them will give you the information you need.

eHow How to Kill Wood Roaches From that article:

Exterminators are usually not needed for wood roaches because they usually do not infect homes, and they only last for a few weeks out of the year.

"Wood cockroaches are a group of minor cockroach pests.  They are native to North America.  Males are usually plain brown and 1 inch or less in length.  Females are shorter and broader than males.  Generally, females range in color from light to dark brown, with wings only half the length of the body or shorter.  Males are good fliers and are often found around lights at night. Sometimes males fly into buildings. Outdoors, wood cockroaches are found in areas such as wood piles, mulch, and leaf litter.  Indoors, wood cockroaches cannot survive very well and are seldom a problem."