I have what appears to a worm like thing on my pine trees, they have eaten it completely. What are they and how do I get rid of them?

Chances are these little guys are tent caterpillars that will turn into a moth. I usually cut the branch and burn it because most sprays don't get through the tent. For more info. Tent caterpillar - Wikipedia, the free encyclopedia (http://en.wikipedia.org/wiki/Tent_caterpillar)