Aphids do come in a large range of colors, everything from pink and yellow to light green as well. I agree with Jennifer that they are aphids. The ones on my milkweeds are usually yellow.
Anyway, the first line of defense for aphids is just to wash them off there with a fine mist from your hose. They're pretty wimpy and most likely won't come back, but if they've laid eggs you may have to spray them with the hose again.