Do you have the Squash Bugs, the Squash Vine Borer, or maybe the Striped Cucumber Beetle, or the Spotted Cucumber Beetle?
When growing plants in the cucurbit family it is best to start by being proactive and cover them with floating row covers, but what to do now depends on which one you have. Neem Oil products and pyrethrin based products are reported to aid in control of these buggers, but if there is not a lot of them hand picking and squishing is the best control method.