Yet I can not identify it. The shrimp with that "thing" is currently in the sump where no fish live. The shrimps were kept in freshwater and I dumped them directly into my brackish tank (I've been doing this all the time, the shrimp always manage to live until eaten). It's been only 30 mins and yet the "thing" still seem to be alive in brackish condition.
Looks suspiciously like a fish louse (argulus sp.) to me. This is a parasite which mainly affects fish but is also found on shrimp occasionally. These are very damaging to the host so you need eradicate them and check carefully in case any have made it into the main tank.
I'm glad I killed it then. I'll be keep watching for any more.
I was too curios and went ahead detaching it from the shrimp. While doing this, I found that their legs was like pierced into the host's body and become like a hook. I thought it'd be really nasty if it got onto my fish so I killed it.
Another question is can these creatures be killed with puffer poison (tetrodotoxin)? I just wondering if they would die by attaching themselves on a puffer to feed