I've had limited success with safer soap, mostly as a stun them till I can squish them remedy. I've never had them before but I am absolutely loaded with both the striped and spotted ones. They love my squash and zucchini flowers, 50% have 1 or 2 beetles inside. I kill about 20 every morning :(

Yellow ladybugs are often mistaken for spotted cucumber beetles. They are actually easy to distinguish: the ladybug has a perfectly round body and the cucumber beetle is more oval and square. The cucumber beetle is a true insect, having a head, a thorax and an abdomen (this latter being the spotted part). The ladybug is not a true bug and it doesn't have these three bodyparts: it only has one lump of a body and its head is integrated in it. Finally, the cucumber beetle has quite prominent antennae while the ladybug's antennae are so small you wouldn't even notice.

If it looks just like a red ladybug except for the colour, it most likely is a yellow ladybug and not a cucumber beetle.

Compare:

Spotted cucumber beetle: http://www4.samford.edu/schools/artsci/biology/invert-03f/pages/122.htm

Ladybug (sorry, I couldn't find a yellow one, but it is exactly the same except for the colour, and maybe the number of spots as ladybugs are quite varied): http://www.statesymbolsusa.org/IMAGES/Tennessee/ladybug-in-tennessee.jpg

Don't kill your friend and ally the ladybug! It helps get rid of the bad guys (it sustains itself on aphids) even when it is yellow.