Outdoor Pest Control - Huge bee that digs holes in backyard

We have these huge looking bee's/hornets probably around 2". They will dig a hole in the backyard in the driest areas of the lawn. The pull up a heap of dirt around the size of a baseball to softball. Even though there will be a few holes it seems only one bee lives in each hole.

Have researched on the web can't seem to find an exact picture of what we have. I live in Mass. if that helps. If these bees sound familar, just wondering if they are harmful since the kids are always running in the backyard barefoot. I caught one today using my daughters insect kit. It was real mad, there was a stinger that came out so when I let it go in the front yard I ran like crazy but it flew in the opposite direction.

My 3 1/2 year old son today was stung at my neighbors house while ringing the doorbell, there was a wasp nest underneath the doorbell and he was stung 9 times in a matter of seconds, first time being stung thank goodness he was not allergic. I usually leave bees alone but when someone gets stung I get kind of nervous.

I think I found what it is, a cicada killer wasp....very scary looking and intimidating in size but overall harmless.

here is a very informative website about cicada killer wasps.

http://ohioline.osu.edu/hyg-fact/2000/2078A.html