Thanks for the help. I will just get some sevin dust. I think they have it at Walmart. I thought I had seen a thread about it, but when I posted the question I tried to find it and couldn't. I will look again.
I have noticed mostly on just one goat, that she has hair loss (not bad just a very small patch) on the back of her neck, and there were a couple of really small dried spots of blood. I tried to look for the bugs, but couldn't see any. I had read somewhere that this might be what it was. I am not for sure though. I do plan to take a fecal test on her tomorrow to the vet.