Sorry TomTom that's bad advice. It is not the large red adult you pictured which eats your lilies to the ground. It is their fecal covered larvae which does that instead. Here's how to control them.
In the Spring inspect your plants daily. When the RLL beetle arrives catch and kill as many as you can. They tend to drop to he ground and fall on their backs to be less visible, so be ready for this trick with a cup of soapy water. Then inspect the underside of the leaves and remove any orange colored eggs or brown colored larvae. You may want to use gloves for this part. It's the larvae that are eating the leaves so look on the damaged leaves first. In my garden it is the Asiatic Lilies that are the target plant for the RLLB. The Oriental's that are right next to them remain untouched.
DO NOT use a systemic insecticide. Systemics like Bayer's Merit or other neocotinoids will get into all parts of the plant including the pollen. Bees then take this back to their hives causing large scale Colony Collapse disorder. It's like giving nerve gas to your local bee population.
Additionally using systemics impairs the work of the University of Rhode Island which has released a parasitic wasp that lays their eggs in the RLLB larvae killing it naturally. We want those wasps to multiply and control the RLLB more effectively. I'm all for using chemicals judiciously, but putting systemic insecticides on flowering plants is bad gardening.