Do you mean bristle worms? Do they have little hairy bunches of bristles along their segmented bodies? They are nothing to worry about. Actually, they are beneficial to your tank as they help remove waste that would otherwise turn into nitrate and phosphate.
The only time you really need to worry about bristle worms is if you start noticing nibble marks on your corals, in which case the worms have to be quite enormous to cause a problem.
If you really want to catch them, you can buy worm traps at the local fish store.