Yah releasing them in a lake is a bad idea. What I think you should do is:
a) return them to the store or a different store
b) give away on craigslist, ebay, locally, etc.
c) buy a bigger tank
or what I would do:
d) build a small pond in you back yard just on of those small tubs like this but flat probably.
This would allow you to still enjoy your pets, you could add more fish to that and your 20g, it would improve you backyard scenery, give you a fun project, all without breaking the local laws.