Some algae is normal in fish tanks; you clean it off with either a special algae scraper or magnet from your fish shop, or with a clean, new dish washing sponge that's been well rinsed; make sure it's not one of the expensive ones with soap in it!
If you're getting a lot of algae, then it's usually too much light; how long do you have your lights on for, and does your tank get sunlight on it at all?