We called them "sand burrs" (Cenchrus echinatus?). They always liked the laces on our Keds when we were kids.

The key to getting rid of them is a healthy lawn. A pre-emergent product like corn meal gluten, available from grain & feed stores, will help because the burrs are an annual that throw seeds. Apply it in the spring when the soil reaches about 52 degrees (late-March/mid April or whatever is appropriate for your zone) and continue about every 6 weeks through September/October.

There are a lot of threads about corn meal gluten on the Organic Lawn Care forum. Check that out for application rates, etc.