As a kid we called them blister beetles. As an adult I know they're your bud. They're a predator. Be nice, be thankful, and be aware. Don't hurt it. It likes to eat what you don't want to see live.
Looks like a squash bug to me, they suck on your plants and eventually destroy them, what fruit does make it will have a bitter taste. Apply Seven dust to eliminate them.
Your picture is pretty fuzzy. I wouldn't know what it was anyway.
Your best bet is to bring it by your local Ag coop/ext school office. If you don't have a local offfice, you should be able to mail it in to the main campus. Your tax dollars at work.
The picture is kind of fuzzy but if it has a large hump on its back it is called a wheel bug. See if this link gives you a better picture of the bug. http://insects.tamu.edu/extension/answers/identify/suck/squash_bug.html and it is a sucking insect that can destroy a squash plant overnight. Look for clusters of reddish brown eggs on the bottom sides of the leaves. If you find them scrape them off in a jar of water and look for the adults as they won't be far off. I found that the best way to control them was to squish the squash bug as they are very hard to kill with poison.