I have sprayed a cayenne/water mix on plants to keep squirrels from eating them and it worked well. The key for spraying is you have to steep it in a pot on the stove and then strain the liquid or it will clog your sprayer. It will not damage your plants though they may be pretty spicy if you miss some in the wash.

If rabbits are a regular problem I would put a fence up. It does have to be very high to keep them out. Chicken wire or picket fences are pretty inexpensive as well.
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Dan,

Thanks for your reply. I had not thought of using the pepper in a solution, but makes sense. I ruled out any additional fencing due to HOA rules and other problems mentioned in the Darn Rabbits' forum, ie weeds, etc.

I cover my lettuce with an old bed sheet and have never had a problem with critters eating it. It also helps it to grow into more of a head (it's loose leaf) and keeps it more tender as well as delays bolting. In winter time, it helps protect it also - I had my last lettuce from the garden on January 1, weeks after a deep freeze and heavy snow.

Mike