Mary, I don't think that is a squash bug, but rather a leaf footed hopper. NASTY buggars!!!
Edited to add: Looking at more images, I'm not clear on that now. They look similar but the leaf footed hopper has those thick legs. At any rate, squash bugs are ick! I just squish them when I see them, but only if I have my gloves on. I do keep a jar of soapy water with me too. Mainly I have been using that for the Japanese beetles.
