Bristleworms are scavengers. Other than the occasional bristle in your arm, you shouldn't be worried. I have had one eunicid worm in my tank (but he was very tiny...growing very fast though!)...but yeah, if they're true bristleworms, don't worry.
Duane and Justin make a good point. It's always a good idea to dip corals before putting them into your tank just to see what could be on the coral. I use a Lugol's iodine dip for 15 minutes. Usually flatworms, starfish, copepods, bristleworms, etc. will fall off. I always treat for flatworms too, but the Lugol's dip gives me an indicator if I need to treat for other pests (such as AEFW).