The odds are reasonably good the worms are some other form of live food, as they came from an LFS - but apparently a lot of nasty parasites can be carried in daphnia, as well as in larger live foods.
I'll just add that I wouldn't put any unidentified nematodes/worms in my tanks, but I've had horrible problems with infected fish...
Anyway, did a fast Google and thought I'd stick these in, just in case anyone's interested.
These below are interesting because they contain info on home-raising safe daphnia.
Something I ought to start doing one of these days...
[URL="http
/www.petfish.net/articles/Foods_And_Feeding/daph.php"]http
/www.petfish.net/articles/Foods_And_Feeding/daph.php[/URL]
...Serious oldtimer Aquarist used to go on collecting trips for daphnia every weekend and they considered daphnia the best fish food available. I don't advise collecting wild daphnia because of the potential of possibly bringing home diseases, parasites or other undesirables along with the daphnia. ...
[URL="http
/www.tinkerfish.com/aquarium/2005/09...ia_for_the.html"]http
/www.tinkerfish.com/aquarium/2005/09...ia_for_the.html[/URL]
... Daphnia are a great food source for both young and adult aquarium fish, you could catch them with a net in a pond, but their's a risk of bringing in parasites. I just found an article about growing daphnia yourself, nice read for the real tinkers out there

...
(Edit - no, the author of the Tinkerfish article above NOT was drinking at the time of writing - the little party guy just kind of moved in after I copied that bit here.
And I can't very well add an extra space or anything, since it's a quote...)
(Included this, if anyone IS interested and has a hard time finding things like this, or would simply like to see options for live food.)
[URL="http
/www.livefishfoodshop.com/shop_fryfood.html"]http
/www.livefishfoodshop.com/shop_fryfood.html[/URL]
And I thought this was REALLY interesting - live daphnia added to tanks to auto-feed fish while owners went on vacation.
If only they could be trained to do waterchanges as well...
[URL="http
/www.thekrib.com/Food/daphnia.html#0"]http
/www.thekrib.com/Food/daphnia.html#0[/URL]