Question
I built a 700 gallon pond with waterfall and made a bio-filter.  In the bio-filter I have lava rocks and foam material that I cut into 4"x4"x3".  I have found small red worms in the filter each time that I clean out my filter.  What are they? How do they get there? and are they going to cause any harm to the water?  

Answer
They are probably bloodworms which are the larvae of a midge (small gnat/fly).  They females lay eggs in the water.  Fish love to eat them.  They are no harm to the water or any life in it.  My section on bloodworms is very small, at http://www.fishpondinfo.com/insect2.htm#true
When the bloodworms pupate and hatch, you will get a cloud of tiny gnats in your face when you open the filter for cleaning if the filter is closed (one of mine is while the other has an open top).

Good luck with your pond!

Robyn