Your pic's a little blurry, but if they look like the pic I attached, they are probably Box Elder Nymphs also called Halloween Bugs cuz they show up between mid September through the end of October.
Found this death sentence on gardenweb for you:
HOW TO KILL?
These insects can be killed with a dilute mixture of soap and water — 2 tablespoons per gallon — sprayed on them directly. A small strip of duct tape can also be an effective way of killing these insects, as they seldom will fly away when approached. Unable to escape from the adhesive backing, they can then be disposed of. They can also be kept out of the home, to a degree, by putting boric acid and/or diatomaceous earth in places they would gather to enter, as well as by using weather stripping and other means to seal the house better.
Another well proven technique is to spray them with streaming Wasp and Hornet insecticide. The aerosol cans allow you to surprise them from a distance, and will kill them instantly. Not all flying insect sprays will kill them, you should use the products specified for wasps. The best time to use this technique is when they are gathered in large groups in the Spring.