they're fine as long as they're not huge, I wouldn't worry about the one in the picture. Just be careful working in the tank, they can sting and leave their little bristles in your fingers.
Thanks......it's in a friend tank......... He was feeding his anemone and that thing just crawled out, and the crazy thing is that there's a yellow watchman goby under the same rock........i guess he's staying in for now or until my friend catches it and throws it in the refugium.
if there's one in the tank chances are there are several more. Manual removal isn't really worth it unless you have way to many or a big one thats causing havoc.