It's all about feeding. Check the thread that Burt pointed to or click here to avoid the highlighted search terms):
http://www.utahreefs.com/forum/forum_posts.asp?TID=36683Bristleworms are quite fascinating and extremely useful. There are thousands of types of worms in the ocean and all of them have a purpose, usually to clean things up. Chances are you'll never encounter any worms that harm your tank.

Remember, 99.9% of all the different species we find in our tanks are beneficial. The bad things make up a really short list that many hobbyists never have problems with or they tolerate or they eliminate with various methods discussed here on the MB. Here's the animal list; Aiptasia and Majano anemones, a couple types of Flatworm, Rock Crabs, Red Bugs Mantis Shrimp and a Zoanthid eating Nudibranch. Like I said, the chances of encountering most of these is slim.
When I was new to the hobby, I unknowingly bought a Mantis Shrimp because I could see it's cool little eyes looking out at me from a small piece of LR. I look back now and can imagine the two LFS employees chuckling under their breath as they sold me that tiny rock for a buck. The Mantis grew large enough that at night you could hear the Ping--Ping--Ping of it's claws snapping. Sometimes it was so loud I thought it must surely be hitting the glass with it's claws, but even after a thorough search with a dim flashlight it was always pinging from around the rocks. Eventually it died when I unknowingly allowed the Alk to drop to about 3 as I went 18 months without a water change. Those were the days...

And when it comes to Algae, there are some nuisances. We know how to prevent and control all of them, like Hair Algae, Valonia, Cyanobacteria(not a pure algae), and Bryopsis algae.
The great thing about all these pest animals and algae is that we know how to prevent, to control and to remove them from our tanks. So no worries mate. Just keep an eye on things, like you are doing

, and anytime something unfamiliar comes up ask us here, like you are doing

, and we will help you around it.
On Saturday, I met a guy in my apartment complex that had heard I had aquariums so he came over, because he needed help moving his 9 month old reef. He told me the story of how he was feeding these cool little clear/tan anemones and how their growing population had made him happy to be able to see them thrive.

He happened to mention it to a LFS and they proceeded to educate him. He carefully killed each one and hasn't had any since. We have all been there, fascinated by the amazing first life in our tanks.