Your limited description really doesn't provide any clues that would narrow down the choice of possibilities. The most common pest is cucumber beetles of course and some of them are yellow but they also have stripes or black polka dots and they don't slime the plant. See the link below with the pics and see if that is them.

Dave

Here is a link that might be useful: Common Pests of Cukes and Squash

digdirt,

You are the man! Spider mites are the problem. I thank you very much.
JC