Snowflakes growing in my tanks.

[MitchM]

If you want to remove them, mechanically is probably the best way. They can't really control the direction that they swim in so they will most likely end up going through your skimmer or sump pumps, which they won't survive.
A net is probably the simplest route. A filter sock on your sump inflow will get them too.

Where did you get the live rock they came in on?

Mitch