I agree with Jonathan. That's one of the nicest photos of a mealy bug that I've seen, in fact.
The mealy covering on the adults is waxy, much like the waxy coating on scale insects. That protects them from any kind of insecticide. Only the juveniles are susceptible to sprays. Even then, the sprays have to be applied repeatedly over a period of time.
The best way to kill the adults is to dip a q-tip in rubbing alcohol and then lightly touch it to each mealy bug. The rubbing alcohol will cut through the waxy coating and kill the mealy bug. If your plant is too large to make this treatment feasible, then you can just lightly rub them off with your fingers.
You won't get all the adults, but you'll probably get a lot of them. Afterward, you can spray the plant with a soap solution to get the juveniles. I like either Safer's Insecticidal Soap, or else a spray I make myself with Dr Bronner's soap.
The two treatments have to be repeated every 5 to 7 days, for a total of about 5 times.
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams