Catherine,
Normally if you see bugs on your milkweed plants, they are Milkweed bugs. Box Elder bugs are usually only found on members of the Aceraceae (Maple) family. Here's a photo of adult Milkweed bugs.

Here is a link that might be useful: Group Hug

Thanks seedmoney,
I think I was confusing the two, since they look very similar.

I had an emtomology professor that would routinely downgrade any insect collection that had either boxelder bugs or milkweed bugs. The only way to have all your insects correctly identified was to omit both those species. When discussing protective mimicry. I challenged him to eat a monarch and viceroy to see which one tasted bad. I did, and neither one was very appealing. Years later a study showed that red winged blackbirds actually preffered viceroys contrary to what he taught. As you might guess, I left the biology department as he was its chairman. I still think I could identify more insects when I was 12 years old than he ever could.