Pale Worms

I've just recently noticed a new guest in my tanks and hoped someone
could shed some light on what they are.

They are long pale flesh colored worm like tentacles, two per hole,
incased in a long tube made up of the sand. I've seen them build the
tube. The tentacle comes out, I've seen one at least two inches long,
and grabs a piece of sand and takes it back and attaches it to the
tube. Really pretty cool.

I've been unable to come up with what they are on the web. Anyone
know what they are and if they are harmful?

Captain Midnite