No...No. Please forget about chemicals. They maybe effective but the side effects can be longterm and BAD.

1) Plant Marigolds around your Lilies. I have Marigolds all over my garden. Marigolds has been around for a very long time. FOR a reason,they are a very good companion plant . The are natural insecticides
2) Plant a few Chives/Garlic near your Lilies too
3) Be patient. Companion planting works well but it takes longer time than chemicals.
You can also start Marigolds from seed which I always do. I save seeds every fall for next season. I save $. Plant Marigolds near your tomatoes too and some Basil. You'll be surprise.

GD

Hi Anna,
This is a re-post of a reply of mine to an earlier "Asiatic Lily" post.

"You have Lily Beetles. Most sites recommend a heavy determined "squishing campaign". If your lilies are defoliated every year they will eventually die out - since the bulb will not get nourishment from the leaves photosynthesis. Google "lily Beetle" (with the quotes so it searches as a phrase). "

Here's one link, but there are many more.
http://www.rcgardens.ca/factsheets/factsheets/neem.html

-Helen

Its the red lily beetle. They will kill your lillys. I have to use a spray on mine. I spray maybe once or twice a season. I use sevin,