Thanks for all the responses! A google search tonight showed that they are black fly larvae. The pictures look just like what we have and the explanations are on the spot too!
Black flies live as larvae in shallow, clear, fast-running water in rivers and streams. The black, spindle-shaped larvae live on the stream bottom attached to rocks and other submerged objects and feed on tiny bits of organic matter, algae and protozoa. Larvae transform in the water to adult flies that rise to the water surface in a bubble of gas. The adult flies are usually present for about 3 weeks before they die. The adult Black Flies are not known to bother humans out west, unlike their northeastern US relatives.
Of course I live in the northeast, where the black flies are very bothersome, and as someone else wrote... they get in my eyes and ears, etc! I also read that the best way to get rid of them is to scrape them off the rocks into a container and then put them in the pond for the fish to eat. I really don't see myself scraping them off the rocks - EWWWWW!
Is there any other way to get rid of them without harming the fish?