I'm a veteran of the Hair Algae wars, let me tell you what I've discovered.
Your best friends in defeating the hair algae problem are light and water changes.
I actually set up a 29 gallon tank with algae filled rocks to see how to get rid of it, here's my technique.
If you have corals or other light dependant creatures, they will need to go somewhere else for a while.
Turn the lights OFF on the tank for 30 days. No light at all.
Do 10% water changes every other day for 1 week, then every 3 days for the rest of the 30 days the lights are off. Clean what hair algae you can physically, and use a brine shimp net to catch the loose algae that will float in the water. I would recommend a good foam filter (like an aquaclear) for a while during this process, it catches tremendous amounts of loose algae.
After the 30 days, you can start turning the lights back on, slowly, starting with 4 hours a day, and adding an hour a week until you're up to about 7 1/2 to 8 a day. With this method I've managed to control the hair algae very well. Forget about creatures eating it, doesn't seem to work!
Good luck, let us know how you make out.