You're wrong. There are no native wild ferrets, but that don't mean ferrets don't live in the wild in the U.K. 
He might be refering to 'ferral' ferrets, so he might not be talking out of his ass. After a few generations without any human contact, the ferrets could be classed as wild. The Grey Squirrel is not native to these shores, nor is the rabbit, the pheasant or the brown rat, amongst others, that don't mean they are not wild animals. 
  
I've heard of people trying to tame wild polecats, but from what i've heard and read, it seems to be more trouble than it's worth. Your best bet may be