Eeeew, I know the feeling.
I saw a huuuuge spider on my bedroom drapes one night, and it disappeared behind the curtains before I could do anything about it. The drapes in my bedroom touch the side of the bed because there isn't enough room to move the bed away from the window. I looked everywhere and couldn't find it, and then I was all itchy and crawly-feeling all night...blech!
It took me forever to fall asleep...I don't think there's anything to do about that icky spidery feeling!