i think you might have a filter feeder of some kind. thier calledSerpulorbis inopertus and they use the webs wich are actually mucus to catch food. are the webs comming out of a shell like tube? they often look similar to a worm curled up, although they sometimes are not curled up. they usually come in on live rock. i got mine on my fiji live rock, they thrived and reproduced in my tank.
you shouldn't worry about it if my description matches. if not you should run around in circles and panic!- just kidding. if you want to get rid of them because you don't like the webs just continue removing the webs. eventually they should starve. however i found them to be an interesting addition to the tank and look cool when they get big.