These are something you should worry about. There are spotted and stripped cucumber beetles but control of the is about the same. Where they are known as problems Floating Row Covers should be put in place very early. There are also some pesticides that can be used, keeping in mind that they are broad spectrum and can harm the beneficial insects as well as the target ones. Some places I have seen suggest using systemic insecticides but I have also seen research that indicates those get into a plants pollen and adversly affects honeybees. Where plants have been treated with the systemic poisons bees collecting the nectar have been seen to become disoriented and fail to return to their hive.

Here is a link that might be useful: Cucumber beetles