I've had the same problem with the 5 Pepperment shrimp that are in my tank. I put a Long Anemone in my tank, and they attacked it before it hit the rock. This made me very mad at first, and I started rounding em up and making a oneway ticket to the porclen god with them. But, I started to read more about them and found out that The type of Anemone was one of there favorite meals. Its not there fault, it was my poor judgement, so I let them go, that and I could only catch one of em.
Really though, They are good for the fish and the reef. I watch my fish all the time going up the the shrimp and letting them clean the parasites off there gills and body, plus the really love to clean up what the fish don't eat, keeping your water levels low.
I've read that carpet Anemone's are the best to have around the shrimp and crabs.