Grasshopper nematode or the other thing, horsehair worm.
http://www.ext.colostate.edu/pubs/insect/05610.html
I think must be it. I saw a picture online earlier and looked too thick(fat) but this sounds just like it.
HORSEHAIR WORMSby Lee Townsend, Extension Entomologist
University of Kentucky College of Agriculture
Horsehair worms, also known as Gordian worms, belong to the group Nematomorpha. They are similar to nematodes but much longer (4 inches or longer) and very thin (1/80 to 1/10 inch diameter). Horsehair worms normally are found in water or wet areas, such as in or alongside streams or puddles but they can occur in cisterns, livestock watering troughs or most any open container with water. These curious creatures writhe slowly, contorting their hair-like bodies into intricate knots.
Horsehair worms develop as parasites in the bodies of grasshoppers, crickets, cockroaches, and some beetles. When mature, they leave the host to lay eggs. These interesting creatures are not parasites of humans, livestock, or pets and pose no public health threat.
Life Cycle
Adults mate in water and females lay long gelatinous strings of eggs. Depending on water temperature, the eggs hatch in two weeks to three months. The life of the microscopic larvae is not completely understood. Within 24 hours after hatching, it is thought to form a protective covering or cyst. If the cyst is eaten by a suitable insect, the protective covering dissolves and the released larva bores through the gut wall and into the body cavity of the host. There, it digests and absorbs the surrounding tissue. When mature, it leaves the host insect to start the process again.
Control
These long, slender creatures are harmless so there is no need for control. Their presence indicates that a cricket or some other host insects got in the container and died, releasing the worm. Check for cracks or openings that can be screened or sealed. The horsehair worms are not a problem but contamination from other sources can be.
Legends
In the spring, these worms can be found in tangled masses. This has led to a variety of stories about their origin. The name horsehair worms refers to the old belief that they came from horse hairs that fell into water and came to life. The name cabbagehair worm is used in some localities because they can be found in the water droplets that collect in cabbage leaves. Since they are usually contorted into knots, the name Gordian worm was used by some. According to Greek legend, King Gordius of Phrygia tied a complicated knot. The person who could untie it would be the future ruler of Asia. Alexander the Great wasnt able to untie the knot so he cut it apart with his sword. Although biologists have partially untied the mystery of these knotty worms, certain aspects of their biology are still coiled up tightly.
WEIRD!!!!!
Thanks! I guess I wont call the doc for worm treatment for my entire family afterall! LOL!
I'm sure PETA would not approve.
ACK!! GROSS!!! 
