These do look a bit creepy, but they are Lacewing Larva, probably the Green Lacewing. They are infact harmless to you unless you're an aphid, they then take the bodies of aphids and other 'junk' they find on leaves and build these 'junk brellas' to hide under so that no one will want to eat them.
They are good for the garden!
Hope this helps
It looks somewehre between a lacebug nymph and an ant lion larva...
I'll have to do some more thinking...
...unless somebody else IDs it first (please feel free)
Edit: cross-posted with Crystal: nice one Crystal, spot-on!