Japanese beetles are here in Wis too :(
There is a tablet that one can buy and mix with water and spray the outside of the house and they don't come in. It kills them. One man I know scooped up shovel-fulls of dead beetles after using it. There are also things that are shaped like air fresheners that are hung between the outer storm and inner window that kills them. Here they come off the soybean fields after the harvest. Looking for food and a winter retreat. Ask at a local hardware or farm supply store.
Marybeth