These solitary wasps may resemble yellowjackets, but a close look shows their very hairy body and lack of a narrow waist between the thorax and abdomen. There are about 20 species in North America and all are parasites of scarab (June beetle) larvae. The female wasp detects a grub in the soil, digs down to reach it, stings it to paralyze it, and then deposits an egg on the grub. She may sting many grubs without even laying an egg on them, but the result is the death of the grub. Following ovipositing she digs deeper to create a cell for the paralyzed grub and for her offspring to develop in. Adult wasps visit flowers for nectar.
These highly beneficial insects should never be harmed. The likelihood of a sting is exceedingly low.