Since things are constantly dying in the garden, certain creatures exist to eat these dead things and turn their bodies to soil. The millipede is one of these. He is a long worm with many legs. He is similar to his cousin, the centipede, but moves more slowly, curls up when disturbed and has four legs per body segment instead of two. Centipedes bite, but I have seen few centipedes around here.
Millipedes are numerous, though, and show up on porches and in houses, often curled up and dead.
Since they are helpful, I would try to ignore them. If they get too numerous, sprinkle Sevin dust in the lawn at the edge of the house or patio to kill a few of them. Earthworms are one of a garden's best friends. They aerate the soil and fertilize it with their droppings. They can be very numerous in areas and leave many mounds of soil that looks granulated.