Carole, It looks like a wingless female woolly aphid, as you'd thought. In the UK they are minor pests of apples and pretty ubiquitous, but do love potted citruses and seem to find their way on to them quite quickly
When we had a small Meyer's lemon in London we kept the aphids under control by picking them off individually with an artist's paintbrush soaked in methylated spirits. On our full-size citrus trees in Greece we have sprayed them with soft soap, which does work, but may not give such lasting results as a more persistent insecticide.