If you mean to keep your own pollinations pure and true,cover the bud that is going to open with a baggie the day before it opens and then have your pollen in hand,remove the bag and dab it. If you just don't want any pods to form on your plants,deadheading will stop that. The bees and moths and bugs cause the self pollinations.

In hot areas a plastic bag can heat the flower beyond the pollen receptive or development temperatures. It only takes an hour or so for the pollen to grow tubes & do its job but if you keep the flower covered all day that could be a problem.

You can also just place a cap of aluminum foil over the pistil. Roll a bit of foil around a toothpick, slide it over the pistil.

If it is for protecting your own crosses remove the stamens and some people even say remove the flower's petals to keep pollinating insects away. You only need a pistil & ovary for the flower to produce seed.

Sometimes ants can be the culprit. If they are in your daylilies you can put a ring of petrolium jelly around the base of the scape to keep them from climbing it.