Excelent question, I was just thinking the same thing. I didn't know what they were at first. I've been hand picking them. Hope someone answers your question. Soap does not seem to affect them mixed 2oz to 1 gal. They tend to hide under leaves.

I think they are called cucumber beetles. The adults eat holes in the leafs and leave them skelatized(sp?). The larvae are in the soil and feed on the roots and spread cucumber bacterial wilt which will kill your cucumbers. I know that rotenone works and NEEM oil is supposed to work on them. The downside to rotenone is that it kills the beneficials and the bees which pollinate cukes. The NEEM oil is supposed to not have this downside. I haven't tried it yet but will be doing it soon becuase I have noticed some chewing on my cuke leaves. I know that there are various companion planting/alternative fixes out there, but I haven't had much luck with any of those. The last two years I have had a much reduced crop becuase of the wilt and so this year I am going to try the NEEM.
If you do a general search for cucumber beetle, there are lots of websites with pictures to make sure that is what you have.