What kind of algae (describe what it looks like)?
Please provide all you can about tank including size, filtration (biological and mechanical), length of time since set up, water parameters (specific #'s), lighting, bio-load, clean up crew, feeding routines, etc.
Without having seen your answer, I will go ahead and say you probably have nitrate and/or phosphate in the water as that is what most algae uses for food. Could be silicates depending on type of algae though.