They won't bother your veggies.

You need to look at, and decide for your self, how much real damage, if any, is occuring and if any control is really necesary. As Jean stated these will not have any adverse affects on your other plants since they are fairly species specific and no one really recommends control since any you would attempt would be too expensive.

julianna, if it is any comfort to you, my neighbor has a lovely Sycamore that is infested with this insect annually, and I've never seen any problems. Since you live in a Northern climate, my gut feeling is that your tree will weather the infestation just fine.

If you begin to notice severe stippling of the foliage, and premature defoliation in the summer, then it might be time to call in the professionals for a dormant season application of horticultural oil. These lacebugs overwinter in the nooks and crannies of the bark.