The fly in the room

Flies are experts at entering houses via small openings, such as a crack in the wall or a barely-open window. When it comes to getting out, however, flies seem to be incompetent at this, even when you open a door for them.

At the moment, there is a fly in my room, who has been buzzing around for the past two hours. While my door is open and the window it came in from is also open, it can't or won't fly out despite it wanting to leave. It has this odd obsession with flying around the light as though it's a moth.

I'm not sure how to persuade the fly to go in the direction of the window or the door; I don't particularly want it flying around all night keeping me awake nor do I want it to become meal for one of the spiders who lives in my room.