First, figure out how we bring to rest "other massive particles". Take an electron, for instance. Even assuming that we can bring it to rest (which we really can't if you think about it, but at the very least, we can confine it to a very small region of space), we capture and confine it using electromagnetic interaction. In other words, we use forces that it can interact with!
A neutrino doesn't interact with a lot of things. It has a very small mass, so its gravitational interaction is unbelievably weak. So forget about having it confined even around a very huge star. And what is left is its coupling via the weak interaction, which from its own name, is WEAK!
What you have is something that just don't bump into something else that easily and thus, can't be confined. It just won't be dragged and slowed down by everything surrounding it.