I have the same "problem". I know that mine hitched in my live sand and on the live rock. I see them as a blessing, as they are more or less a free clean-up crew. They clean the glass, they keep the sand moving, and they also get little bits of flake off of the rock. The only thing that I could suggest if they really are that big of a problem is to try to catch them and either take them to your LFS or give them to another aquarist.
How big is your tank that they are a problem? I have a 55gallon and I have hundreds as well, I just clean the glass more often to get the parts that they miss.