Wow, your lucky, recently I was reading this cool book about the ocean and read about these. They aren't harmful to anything in the tank, except for small floating things that they can catch and eat. Anyway, I'd consider it to be a real treat to have one of those, they are so cool in the pictures in the book I was reading. Tell me, does it have little legs at the base of that stick body, that it uses to attach to a rock? Get some more pics of it, they are so cool!
Oh, so sorry, I forgot to give you its name, they are called Skeleton Shrimp, there are tons of different species that live all over the costs around where you got it.
Heres a link to a species that lives in California, there are, of course, many other different species in many different places, like where you went. Any way, heres the link, it mentions that they cling onto algea near the tide line.
http://animals.jrank.org/pages/1837...MP-Caprella-californica-SPECIES-ACCOUNTS.html
Heres a link to a pic of a deep sea one, just to see if it really is a skeleton shrimp:
http://www.dnr.sc.gov/marine/sertc/images/photo gallery/Caprellid.jpg