MK - the real small ones that live inside rocks may not be the commensal type and is most likely harmles. Alpheids occupy a huge range of microhabitats in the wild and very few pose any danger in an aquarium. I have a 3" or so bullseye pistol shrimp that lives in my sump - biggest problem with the commensal ones that will pair up with gobies is their digging gets out of hand if you have a fine substrate such as southdown.

If you ca get a picture I have a few books on crustaceans I might be able to get you an id at least to the genus level.