Something in my bed...besides my husband!

Last night we went to bed around 10:30 and fell right to sleep. Around 1:00am I felt something crawl down my leg and instinctively I brushed it off. Then reality set in and I thought, I better make sure there is nothing in my bed. So, I turned on the light and immediately screamed. Mike sat up and asked "What's Wrong?" I pointed to the long creature with 100 legs! A huge centipede was in our bed. He told me to calm down... ya right! I ran to the bathroom to get something to kill it with only to find another centipede (not quite as large) crawling across the floor! He escaped, but Mike managed to catch the one on our bed. After about 30 minutes of trying to fall asleep I kept feeling things crawling on my body. Was it my imagination? Where else could I sleep where they couldn't find me?... I jumped up and flicked the light on. I didn't see anything in our bed BUT there was another centipede in the doorway. Are they always lurking in our room while we sleep? UGGGH!