These are not lady bugs but the young stages of milkweed bugs.
They don't do a lot of damage and don't need to be controlled, unless you are planning to collect seed. They feed on the developing seeds within the pod, leaving them unable to germinate.
If you need to control them, you can just brush them into a container of soapy water.
Here is a page about them: http://www.missouribotanicalgarden.org/gardens-gardening/your-garden/help-for-the-home-gardener/advi...