What kind of bug?
Hello - You have three different life stages of a lady beetle (Coleoptera: Coccinellidea) - 1 larva, 2 beetles and 1 pupa. Unfortunately, your photograph is not clear enough to identify it to species. To identify the Multicolored Asian lady beetle (adult), look for the "M' or "W" pattern on prothorax (area between head and abdomen) to distinguish them from other lady beetles. The Multicolored Asian lady beetle (adult) is round to oval, and has a wide range of colors (orange, red, yellow) and black spots (up to 16) or no spots.
Here's some links for more information on the Multicolored Asian lady beetle.
Most tree/shrub insecticides will kill lady beetles. However, it looks like your tree has aphids on it, so I would not spray since lady beetles are good insects that are voracious predators of aphids.
Regards, Dr. Knodel