Treating for bed bugs is a process of seek and destroy. Simply spraying for them usually won't work. What we find is the most successful treatment is to completely disassemble the bed, mattress, etc, and go over it with a fine tooth comb. We use steam to kill the bed bugs and drive them out of the cracks and crevices, then spray the entire mattress with a good bed bug product such as Temprid SC, and then place a mattress encasement over it to seal them in.
We have a complete bed bug page here - http://www.epestsupply.com/how_to_kil...
The most important thing is to do all of this again in about 2 weeks, then follow it up in about 2 more weeks. Repeat treatments and finding them is what will kill them. Simply spraying won't work.