First of all well done for helping a stray dog. A dog running loose on the roads is a hazard both to itself and the drivers on the roads as it might cause an accident.
If you find a dog you are legally obliged to tell the authorities. The police no longer deal with stray dogs UNLESS the dog is a banned breed, is a danger to the public, is straying on school premises or is loose on the highway. However you should inform them in case the owner calls to tell them they've lost their dog.
You should first of all contact your local Dog Warden to inform them and arrange for them to collect the dog to take it to the stray kennels. Most dog wardens will only collect/catch the dog during office hours (Monday – Friday 9-5). Some councils have an out of hours kennels but you will need to take the dog there yourself. Alternatively you'd need to keep the dog safe overnight or the weekend and call the dog warden on Monday morning so that they can collect the dog. Make a note of what kennels the dog is being taken to.
You should also contact local vets, a lot of vets keep a lost and found book. Give them an accurate description of the dog that you have found.
You should also register the dog on Doglost (http://www.doglost.co.uk/), the dog's owner may have listed their missing dog on there.
What if you want to keep the stray dog??
You still need to do all of the above. You must keep the dog for at least 28 days before legally adopting the dog. The original owner of the dog can claim him back in that 28 days. If the dog goes to the stray kennels you can adopt the dog after 7 days.
It is also advisable to poster the local area where the dog was found, to make every effort to find the original owner.
IF YOU FIND A STRAY DOG AND DO NOT REPORT IT YOU ARE COMMITING AN OFFENCE UNDER THE ENVIRONMENTAL PROTECTION ACT 1990