Algae is pretty much inevitable in a new tank! It will take a while for the tank to become fully established. However, in the meantime, review your water quality (especially, when it comes to algae, Nitrate and Phosphate), lighting, and amount of flow that is in the system. Make sure everything is working toward the eradication of that algae, rather than helping it grow and thrive! Here's a good link on SW algae growth:
http://www.wetwebmedia.com/avoidingalgaeproblesm.htm and any of those linked files above the title of the article.
Recently, I purchased a brand-new lighting system for my 180 reef, and as a result of the dramatically increased lighting, have been fighting cyanobacteria (blue-green algae) for the past three weeks, so I know this is a real problem, but your tank will eventually become established and if you're doing everything you can to limit the amount of excess nutrients (protein skimming, not overfeeding, regular water changes), then the algae will die off.
Since it is a new tank, be sure and check your Ammonia and Nitrite levels regularly to catch any spikes before they become a real problem. This has nothing to do with algae, but everything to do with your fish, so I wanted to mention it.