I have heard that they do eat Anenomes and other inverts. They have poisinous bristles on their sides that are bad for the Anenomes. I have heard that Aero Crabs work well at removing them but are not good in a reef tank.
Arrow crabs work well but they also work well on other inverts and small fishes. You can often pull them out of your tank by using a red light to watch them at night and there is also a bristle worm trap on the market.