@Eric Paul, you have two organic options for controlling the aphids on your milkweed. The first is simple and immediate: a foliar spray made from dish soap. The second is a sugar and water solution, that when sprayed on the aphids mimics their own honeydew and draws lacewings to them in the evening.
If your plants are large and healthy, feed the lacewings. If your plants are young and you have a lot of aphids, use the soap ( a couple drops in one of those tall spray bottles with a drop of olive oil); it kills them instantly.
If you have caterpillar eggs, blast the aphids with water (just hold the milkweed stem when you do it). If you already have baby cats, remove the aphids with clear packing tape.