You used the phrase ( cow killer). Is this some thing I should be worried about. I am guessing the males have a pritty powerfull sting but I don't see a stinger on the one my sons found. I am assuming that they live in the ground do they have very big nests.

because it was actually a name given because it was said it sting was so painful it could kill a cow

The females (like this one) have a very painful sting, but they don't use it unless provoked. Even so, it's best to leave these alone.Bee, wasp and ant stingers are modified ovipositors, so the males are never able to sting.

These are solitary creatures parasitic on the nests of others, so you rarely see more than one at a time.

Chuck. So the females are the only ones I need to worry about. I was trying to Find the nest so that I could keep the kids away from if but I don't really know what to look for. Do they build nests like ants with lots of them in the same nest or just one pair at a time.

They sneak into nests of other insects and lay their eggs. The larvae attach themselves to hosts and feed off of them. Usually you won't see more than one or two adults at a time- if you see any.

Like most solitary wasps, they go to great lengths to avoid stinging- they have no hive or nest to protect, and plenty to lose from antagonizing large creatures. Their bright colors and the noises they make are meant to warn off potential threats so they won't have to sting.

The best way to deal with them is to teach kids to leave them alone- even if you killed all of them, another might wander by from somewhere else. And even if someone did get stung, there would be no lasting harm- just pain that would go away before too long.

Guide page here