In general, the hairy looking crabs with pointy claws can potentially cause problems. The claws indicate they are omnivorous and some will harm fish and other invertebrates. If they have comb-like claws they are generally filter feeders and relatively harmless. Having said that, I recently saw a crab similar to yours in my tank. He has to have been in there for 2 years and I've never had a problem, and never even noticed him. But to be safe I would take him out.
They don't harm your fish and shrimps in the sump, but they *do* harm anything else you may have there (stars, worms, etc.). I had a bad crab (the one in my avatar) that wiped off everything in my fuge. It is still to fully recover even one year after its removal. If it was me - "to the blender". Or in my case to the LFS that gave me nice credit for it - it was a nice crab - for somebody that wanted a species tank that is.
Have you caught that thing yet? I had a stupid crab that killed a dwarf lion fish several years back.
I've never tried this, but I've read several places that you can dip a piece of live rock (the one with the crab in it) in some extra salty water (1.035-1.040) for 30 seconds or a minute, which will cause all the inverts to crap their pants and evacuate the rock quickly, without harming the stuff you want on the rock.
You can then pick through the evacuees and put what you want back in your tank....as for the rest, I like Omni2226's idea
You can also just use freshwater, Pikachu. I had a mantis hiding in a rock so I used a turkey baster to squirt into all the holes until he came out. It worked perfectly. I don't know what would be less harmful though, freshwater or hypersaline water. Freshwater, obviously, is easier.