Hell, no!! You need harnesses so they can pull you along. Sort of like teeny weeny huskies.
I'm sure that wouldn't look in the least bit odd.
Which would attract more attention, the 'bent or the ferrets?
BTW, Stainboy, this is off topic a bit, but have you ever read 'Shredni Vashtar', by an author called Saki (that's the pen name, his real name was H H Munro). It's a short story about a boy and his secret ferret. Nice and dark (the story, not the ferret).