The sting and are prolific. And yes, you should be getting rid of them. There's lots of different methods that people use.... kalk, commercial preparations, vinegar, peppermint shrimp.....
Look up aiptasia or appys and you'll find loads of info.
EDIT: Oh snap! Someone gave that to you like it was a coral! Get the rock out now while it's still confined. Throw it (preferable at the tank of the person who have it to you... only kidding of course)