If that's a Sinularia then he's screaming for a water change. Regular water changes will remove many of the nutrients that contribute to algae problems.
Corraline algae is indicative of good calcium levels and of a maturing tank, not necessarily a "mature" tank. I've had corraline form on the glass of tanks after a month. Definitely not a mature tank, but a good sign that you are going int he right direction.
Oops, I didn't read the post carefully enough. "Algae" that only appears when the lights are on is not algae, but cyanobacteria, indicative of a very young, nutrient laden tank, in need of a water change. (Can you tell I think water changes are very important!?)