It is not algae, it is bacteria.
cyanobacteria, to be exact.
it exist almost everywhere in one form or another. and is said to be one of the most primative forms of marine life. However, it is a nuisance to the marine aquarium.
To get rid of it, you have to quit feeding it. It feeds off of light and nutrients in the water. Do more frequent water changes, make sure your skimmer is working well- thats a big one. and reduce the amount of food and light introduced into your system. if you have large patches, you can use tweezers or a siphon to remove bad spots during water changes.
Do not try to scrape it off, you will only spread it. If you do a search in the "reef" section, you will find more info about it.